A couple things come to mind.
A midi router is very useful vs a thru box.
You can get old cheap ones that don’t hook up to a computer that offer presets that offer presets that work great for $60.
Or you can get something new that lets you program specific midi functions and block others.

MIDI routers are fantastic and simple.
As said above, understanding Auto Channels and different configurations may be all you need.

If you really want to be specialized with midi, definitely check out Bomes midi translator, or even a BomeBox.
The Swiss Army knife of midi.

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