Since the sequencer works in PERF mode and not in SOUND mode, the pitch bend settings for an individual sound do not apply. As far as I can recall, Pitch bend range is not available for sequencer tracks and is set to default at 2 semitones for each track.
You might try creating a performance (in PERF mode) with a different pitch bend setting for each track (under OTHER>PITCH UP / PITCH DOWN). Save this and then create a new song importing the current performance. This might work, I just don't remember for sure.
Chris A