Diki is the most experienced when it comes to the G70 & BK9 so may be worth sending him a pm. (With all the span on the site at the moment he may have missed your post)

Roland sequencer, are you saving your created sequence in the user section (Just like you would save a newly created style in the user section) before saving the sequence in a song or performance, as if not that is most likely your problem. (A song or performance normally just takes what already exists and modifies that (If you have not saved the sequence the song or performance will not be able to find it).

MODX is a pro keyboard designed to work in studios and with DAWs, whereas an Arranger Keyboard is designed as an all in one, and thus most have limited Midi capabilities, so you may not be able to do it anyway (Most home hobby players don’t delve into Bandlab and the like).

The best way to do what you want is to always use Bandlab as the controller (You only have to put in the MSB, LSB & Program Change) and use the connected units as an expander.

Bill