Try doing a Data Transfer (look in the edit menu) of your Temp Performance to -> sequencer (not -> MIDI). You will have to "insert" several measures at the beginning of the song to accommodate the data, otherwise the song will start playing before the data is loaded, and you'll end up with the same problem.
Then save the song as a .mid file.
It sounds like what's happening is that the synth is defaulting to "Song + Sound" as its Save mode when you save as .svq. When you save as .mid, it does not automatically save your performance etc. In the latter case, you have to do it manually (with the Data Transfer function; read up on that function in your manual).
I *think* (I'm not sure) the .mid protocol will allow you to save sysex at the beginning of a song in this way.
Good luck