You can programme all the Pgm changes you want but you’d have to press play on the Pyramid to send them to your devices. You could probably save that to a note free sequence or per track patterns to action the pgm changes without sounding any notes.
Pgm changes can be locked into tracks (or patterns in pattern enabled tracks) via 2nd ÷ Track in the active track.
There’s a “play at startup” setting in the settings that you can enable that ought to kick start that if you don’t want to press play.
That said…I’m not sure if it plays on start-up or load up… Try switching that on and see. You will have to save that setting to default so it does it every time.