I have couple of software titles that are not VSTs, so it gets very tricky trying to route them to DAW.
LoopMidi and couple of others software solutions do work to extent, but there are several issues that come up. If sequences are pre-programmed then it kind of works but... if you are using a second screen to have both software GUI triggering "live". That is where things get messy. Mouse gets "stolen", I/O drag and other issues.

So... I was looking for simplest & reliable wired solution to connect 2 computers. I don't want to consider network cable solution, wireless or going with audio interface routing. The simpler, the better. Looking at a few options I found this piece of hardware:
https://compasflamenco.com/midi-usbusb-p-4.html

Video is in Spanish, but you can turn on English subtitles:
https://www.youtube.com/watch?v=QsXB0ns6k10

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I have three questions for somebody who used something similar.
1) Are these reliable?
2)Are there anything else of small form factor that does similar, perhaps newer (this unit is ~9 years old)
3)As I understood a direct connection (like USB A -> USB A) is not possible between computers for MIDI usage.