that's just how midi works. the clue is in the name - 'through'. google 'midi out and midi through' for full details. your midi signal is going into BIAB and THROUGH unchanged. whatever you try to do won't work because the signal is going 'through'.

from the screenshot you seem to be sending midi through to the coyote. BIAB won't be adding anything like plugins to the signal.

as coyote is your default synth i'm not sure how to do it without making a mess of your other tracks. (each of them does have BIAB reverb signals it's sending to coyote so playing with coyote's settings will probably affect the overall sound) but if you can divert to another soft synth or a separate instance of coyote, you can set reverb in the synth itself. you'll never do it in BIAB on the through channel.