OK -- I selected GS Wavetable as the only and first midi output. The results are still mixed. I get some success by selecting all of the tracks (midi and audio) and exporting to merge audio and DXi tracks. Initially the wave file is screwed up again (playing what appears to be the default synth sound for channel 1 on all notes, but then about half way through the file it starts "waking up" to the correct midi stuff with intermittent snatches of the correct patches and then by the end of the recording it's playing back all of the material with the correct sounds.

(When I try to do a straight export to wave file, it says "nothing in highlighted area to export for track x"...)

I have to confess I can't locate the from/to selectors for range yet...