Simply record the MIDI from the output device to a single MIDI channel.
It will record all the channels at once, then you can extract them to separate tracks later if needed.

Have you tried it and had an issue? Or have you yet to try it?

Track assignment to a MIDI channel is only for playback, not recording.
See my other post.

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