You need to load the sforzando vst into each midi track then set each midi track to the sfz instrument you want.
If you set sforzando as Default Synth all the midi tracks will play through the one sfz instrument.

If you use VSTSynthFont (1.096 / 2.096) - VST instrument instrument as the default, that will load any sf2/gig GM or load a different SF2 GM for each track giving you more control over the sound as it's hard to find an SF2 GM that is perfect.

Free sf2
http://www.synthfont.com/soundfonts.html
https://musescore.org/en/node/94941
https://musescore.org/en/node/103046

You can use Polyphone to create an SF2 GM set from the Band-in-a-Box Sounds SFZs.

http://www.pgmusic.com/forums/ubbthreads.php?ubb=showflat&Number=411193

http://www.pgmusic.com/forums/ubbthreads.php?ubb=showflat&Number=408973

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