Try setting the Preferences - Midi - Midi Thru to Global, and use Midi channel 1 or some other. Make a new Midi track assign it to the same Midi channel, and you should here the sound patched assigned to the new Midi track while viewing another track. It seems like the Key is in the Midi Thru settings make sure it is Global and not track, and set the Midi channel to something other the 0.
roger