I'd get the midi out working first.
I clean out the soloist part.
I change the solo part to Midi ch 5
I set the output chords to Midi ch 5
You should just be able to plug a usb to midi cable into the computer, plug it into the harmonizer and it should work.
On my harmonizer there are presets numbered 1.1 to 9.9
If I embed using f5 at bar 1 a 32 it will set the harmonizer to 3.2 so you can change from one harmony to another on the fly.
I would the the above working, and set Midi out (No in yet) in Opts Prefs Midi Driver
I'd use all Realtracks and watch to see my box work on harmonies.
Once you get that working you can decide if you want to try going back in and using the Dxi, I have not tried that as I use a Ketron or My Jv1010.
I think one step at a time is best, like I said no midi plugged back in.
Once you get that to work I'd simply try clicking on the Dxi and see if the soloist track is still firing midi out on ch 5.