[Blints]

I'll try to provide some basic instructions to get you started:
1) To begin connecting your MIDI device, go to Settings->MIDI Settings->Select MIDI Devices. You should see the Korg Kronos X show up under the input and output ports. You will not see the Yamaha Motiff XF show up because you are utilizing the MIDI through on the Kronos to send it to the Yamaha. Tap the input and output ports for the Korg to connect and then tap OK. 
2) Enable "Allow Multiple MIDI channels" on the MIDI Settings screen. Now return to the library screen.
2) Long press/right click one of your songs on the library screen, tap Edit Song at the top of the screen, go to the MIDI tab, tap the + icon and then set up the patch select. You may need to consult the documentation for the keyboard in order to know what to send. The MIDI sheet for the Kronos X can be found here: https://www.korg.com/us/support/download...0/79/4593/, but it wasn't clear to me when browsing through it how to switch easily between banks and such. You can test out MIDI commands by clicking the test MIDI button on the dialog. So send a patch change with 0/0/0, then 0/0/1 and see if it changes instruments. If so, you can experiment with changing the LSB by 1 to select a different bank, and the value by 1 to select a different instrument in that bank. Sending a program change should also change the instrument in the current bank.
3) In order to send messages to the Yamaha that the Kronos will not process, you need to set the Kronos to only accept MIDI on channel 1, and configure your messages for the Kronos to be on channel 1, and the Yamaha to be sent on channel 2. The hope is that the Kronos will still forward the MIDI messages to the Yamaha even if it doesn't process them itself. Also configure the Yamaha to only receive on channel 2. Test sending patch select commands for channel 2 and see if that works.
Let me know what you find, and thanks for your kind words!
Mike

Hey Mike. Sorry for the delay in Response. Thank you for the info. I did a lot digging and have some info you might want to put out for the public. Many hours of frustration to find and figure things out. But here are the MIDI SYS EX Strings for changing Patches and Programs on a Korg Kronos. I will forward Yamaha also. 

All the Best!

Peter AKA Blints

Midi Korg Patch Changes
Sys Ex Change to Combi 
F04230684E00F7
Sys Ex Change to Program 
F04230684E02F7

Program/Combi – Bank Change Patch numbers are 0-127
Button I – A
B00000B02000C0
Button I – B
B00000B02001C0
Button I – C
B00000B02002C0
Button I – D
B00000B02003C0
Button I – E
B00000B02004C0
Button I – F
B00000B02005C0
Button I – G
B00079B02000C0
– Patches in Program Mode are 1-128 because it is the General Midi Bank.

Button U -A
B00000B02008C0
Button U – B
B00000B02009C0
Button U – C
B00000B0200AC0
Button U – D
B00000B0200BC0
Button U – E
B00000B0200CC0
Button U – F
B00000B0200DC0
Button U – G
B00000B0200EC0
The last number in the row (after C0), must be a number from 0 to 127 to choose the right program/combi location. Since it’s SYSEX, it also has to be in hex form. Here’s a chart with the numbers from 0 – 127 in hex form:
   

Here is the Information for Yamaha Motif XF

Yamaha XF MIDI

USE THE FOLLOWING SYSEX (SYSTEM EXCLUSIVE) COMAND STRINGS TO CHANGE MODES ON THE MOTIF XF (You will need to change the Mode before you change to the patch)

Voice: F0.43.10.7F.12.0A.00.01.00.F7

Performance:  F0.43.10.7F.12.0A.00.01.01.F7

Pattern:  F0.43.10.7F.12.0A.00.01.02.F7

Song:  F0.43.10.7F.12.0A.00.01.03.F7

Master:  F0.43.10.7F.12.0A.00.01.04.F7

NEXT YOU WANT TO ADD "PATCH SELECT"  (the following are examples of how to get into the different patches. If you use a few you will get the hang of how it works)

USE PATCH SELECT IN MSP

Bank Select    Program Change 

MSB  LSB    Value  =    Preset#    Section#    Program#   
63      0        0      =    Pre 1            A               1
63      7       71     =    Pre 8            E                8
63      8      127    =    USER1          H               16
63     11     112    =    USER4          H                1
0        0       0      =    GM               A                1
0        0       1      =    GM               A                2
127    0       0      =    GM DR          A                1
63     32      0      =    PRE DR         A                1
63     40      0      =    USER DR       A                1 

I hope this helps all you in MIDI land. It is a very frustrating place to be in for a Newbie trying to figure out what does and does not work. But Oh Joy Oh Bliss when you can get it to work!! I am hoping someone will add to this post with more Sysex and patching values for other makes and models of Synths etc as it would sure cut down on a lot of headaches for so many I am sure!