Mike is spot on so I will repeat, try this while in your DAW:

MIDI track one - Enable record - choose a piano sound - play your keyboard in all voice mode, channel one, while recording in your DAW. Don't worry about timing or errors just record something. Disable record in this track.

MIDI track two - Enable record - choose a bass sound - play your keyboard in all voice mode, channel one, while recording in your DAW. Don't worry about timing or errors just record something. Disable record in this track.

Now in your DAW you should have two recorded MIDI tracks so when you play them back you should hear your piano and bass parts.

If this doesn't happen post the MIDI files so we can take a look at them.

Doc-take it easy John this is just a sharp scalpel. It will not cut deep so don't worry.
Me-I'm not John
Doc-I know, I am!

64 bit Win 10 Pro, the latest BiaB/RB, Roland Octa-Capture audio interface, a ton of software/hardware