Options - midi devices : make sure the output port is enabled.

Uncheck the 'Reroute all midi to default DXi synth'

Assign each track to the port you desire, either the output or the default DXi by right-clicking and selecting the appropriate port.

Again, to hear the track AND also send it out you have to make a duplicate track so one can be sent to the harmonizer and one to the synth.

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