I plugged the GR-55 into Midi In (KBD) on the Audya.
On the Audya I went to Midi and set the Global channel to 1 and all the others to --

On the GR-55 I have it set to send Midi on Channel 1.

I can hear the notes played from the guitar on the Audya, but it doesn't recognize chords I play on the guitar to switch the arranger chords.

What settings do you use for the Audya Midi ?