- Set up 5 MIDI tracks.
- Add an external instrument device to them all.
- Set the MIDI output device on them all.
- Set the first external instrument device to receive the audio from your A4, but change the MIDI output channel to no output. (Shown below)
*Set the MIDI output channel on the other 4 devices to 1-4, but set the audio from to no input.
That gives you an audio channel and 4 MIDI channels, all which keep in time with the rest of your project since you are using the external instrument device. You can also easily adjust it to perfect the timing with the latency offset. Just using normal MIDI routing might lead to timing issues.
http://images.devs-on.net/Image/4D8uDbKTwWHUNa55-Region.png
You are correct about having to stop the MIDI clip to prevent it sending MIDI.