I was experiencing this also when playing around with a project a couple of days ago. I was trying to switch between programs 2 and 3 on a synth being controlled by the Digitakt. One DT pattern had the MIDI track PC field set to 2, and another pattern had the MIDI track PC field set to 3, but the external synth never changed. I tried doing double-stop before hitting play, etc., but couldn’t get it working and moved on to other things.