You can't pass the guitar thru in MIDI.
The guitar is audio so you'll have to record it as audio.

You are trying to use the Juno as a mixer at this point, which it is not.
But it does sound like you need one at this point..
A small mixer would make your life much easier.

OR
record the synth parts to an audio track, then record your guitar to an audio track.
As it is right now I don't see how you can hear the synth and record the guitar without a mixer...


Make your sound your own!
.. I do not work here, but the benefits are still awesome