Howdy there!
First things first. Sending MIDI messages thru a chain will delay the events. This is not that important when triggering synth sounds as a few ms late can be hidden inside the attack portion of the amp envelope (but very important when dealing with drum sounds).
And now for the bad news.
DSI (blessed be Dave) synths are notoriously difficult to be used as master keyboards.
This has been discussed on here, so I recommend you to look here.
Hope this helps 