I do not have an SD-2. But I'll be happy to work it out if someone donates one!
I need something more specific to be able to provide an 'answer' to a question. First of all, do you know you need to send sys-ex? Are you having problems yet? Have you ever hooked anything to anything else before?
But some basics, like what you want to do once they are hooked up, is a good place to start. And walking before you run is always a good place to start, too.
Some of the onus to make modules work well also falls on the shoulders of the manufacturer, and this is where many fall short. You have to design a module for its expected use, and one of the primary things is, most modules are used with different gear than the manufacturer makes. So using proprietary sys-ex codes to do something is a big mistake, IMO, as you never know WHAT the sending keyboard is actually capable of. Especially with arrangers (probably what Ketron are expecting this gets hooked to, mostly), who never seem to have as comprehensive a MIDI implementation as the best WS's or controller keyboards.
You never know if the keyboard you hook it to is even capable of sending specific codes, making the unit flexible in allowing the user to determine what codes control what functions allows a far wider use. Even something so simple as the codes for calling up a Voice... Many arrangers don't allow you to define what PC/32/00 get sent simply to call a voice up. So allowing you to define those yourself to match the sending keyboard's capabilities would strike me as highly practical. But very rare.
But the BK-9 can send PC/32/00 codes from the style section, so Style Parts ought to be able to call up correct Tones in the module. The problem that may arise (the G70 had this issue too) is that the RH can only send PC/32/00 codes that are used by internal sounds. Now, that is thousands of different codes, but there is no guarantee that a PC/32/00 code for a specific SD-2 sound is the same as one that calls up a BK-9 Tone.
This is where the module being able to remap PC/32/00 codes to internal voices would be of great use. Does the SD-2 allow this?
Thing is, back when the entire soundmap of a MIDI piece of gear was the 127 Capitol Tones, and a few well defined Variations, this problem didn't come up. But nowadays, there has been no more standardization between the manufacturers, and once again, it's the Wild West when it comes to getting one manufacturer's gear to talk nice with another's..! Drum kits are another area the manufacturers have drifted, and few SMF's or Styles that fully utilize a modern arranger's soundsets will play correctly on something else.
At least making modules more flexible would mitigate the problem trying to integrate them into less sophisticated MIDI environments. A module manufacturer shouldn't automatically assume that, no matter what strange codes or unique PC codes they use, whatever YOU have will work just great with it...
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An arranger is just a tool. What matters is what you build with it..!