Bachus,
I asked your questions to Yamaha. No, you cannot use both the USB midi and the actual midi ins and outs at the same time. It's one or the other.
There are no SA voices on the Montage
That's too bad. I see some keyboards this year with USB type A which will allow usb hubs and usb midi controllers to connect. If a keyboard allows internal midi routing between usb and regular 5 pin midi connectors, one could have a more flexbile midi setup. I have an iConnectiviy iConnectAudio4+ that allows that. Some might be interested in the following devices; Bomebox
http://www.bome.com/products/bomebox and the Cerebel USB MIDI Host interface
http://www.juno.co.uk/products/mode-machines-cerebel-usb-to-midi-serial/564328-01/