Hello Dave,
I've been following this post with great interest.
I know it's perhaps a silly question, but are any of the floppies you're trying to use 'locked'? Looking at the label side, my SX-KN7000 Initial Data Disk has two holes at the bottom. On the back side, the right hand hole can be locked by pushing the 'write-protect' tab upwards. (They are currently both open).
According to the Manual, and I quote: "Storage is not possible when the tab is open. Storage is only possible when the tab is closed" so I was wondering whether an open or closed tab is preventing the disk from loading properly.
I've also looked in my SX-KN7000 REFERENCE GUIDE. MIDI is covered from page 31 onwards, starting with a MIDI Implementation Chart. I have to admit it baffles me, but obviously, you are familiar with it so maybe there is an answer to your problem listed there.
Hope this helps in some way.
Audrey