We study the effects of the coupling between magnetization dynamics and the electronic degrees of freedom in a heterostructure of a metallic nanomagnet with dynamic magnetization coupled with a superconductor containing a steady spin-splitting field. We predict how this system exhibits a non-linear spin torque, which can be driven either with a temperature difference or a voltage across the interface. We generalize this notion to arbitrary magnetization precession by deriving a Keldysh action for the interface, describing the coupled charge, heat and spin transport in the presence of a precessing magnetization. We characterize the effect of superconductivity on the precession damping and the anti-damping torques. We also predict the full non-linear characteristic of the Onsager counterparts of the torque, showing up via pumped charge and heat currents. For the latter, we predict a spin-pumping cooling effect, where the magnetization dynamics can cool either the nanomagnet or the superconductor.