I wondered if the Midi setup could be adjusted to do what you want, but that won't mute your local playback so I don't think that's an option.

Perhaps you could simulate muting by turning local control off but feeding the keyboard midi output back into the input (assuming the SD2 has a "midi through") and adjusting the midi input parameters?

SysEx is a part of the midi protocol that allows manufacturers to define their own command strings that control functionality of their systems without having to worry about affecting any of the standard midi functionality.

In the case of Yamaha with XG (and I assume Roland with GS) they have published a set of specific SysEx message formats to be used to control aspects of XG voice and effects parameters, and this tends to be replicated within all Yamaha instruments with XG capability.

However what you want to do isn't part of standard Midi or of "standard" XG, so it all depend on explicit support built-in by Yamaha.

And I don't see it.

I've had a good look at the PSR1500/3000 midi data leaflet. Unfortunately I don't see any any messages in the "Style" area that will do what you want.