I apologize as I know there is a lot written about this, but I simply cannot figure this out. I set up one Midi track (CFX Stage) in Cubase AI (Windows 10, USB from Montage to computer). The Midi data records and plays back fine, but I do not hear what should be the Midi Thru data coming back from Cubase to the Montage tone generator during recording. (Audio recording works as well, and because Local Control is on, I do hear this sound as it records.) I am quite sure I have all of the obvious settings correct (USB driver, Midi ports setup, Midi Rec on DAW in the Montage (so no Local Control), Record and Monitor enabled in Inspector, in Cubase Preferences: Midi Thru Active, Midi-Midi Filter Thru all checked, Record-Enabled allows Midi Thru). Obviously, I am missing something but cannot figure it out. Hopefully someone can shed some light. Appreciated.
Also, have Input Routing as All Midi Inputs and Output Routing to Montage 1.