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 nonlinear 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 antidamping torques. We also predict the full nonlinear 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.