I’ve just been playing around with this with my Proteus 2000. If you p-lock Bank, Prog Change and an assigned cc32 value it will change banks correctly 99% of the time. I’m actually amazed how well the E-Mu responds to program changes per step, easy to come up with interesting sequences by recording the prog change and LSB value, unfortunately the LFO assigned to cc32 doesn’t seem to do anything though and it can’t be assigned to Program Change.
Elektron should rename bank to MSB and add LSB next to it, there is room. It’s ridiculous that something so standard has to be worked around on a Midi Sequencer. Hopefully they will sort it on the OT and DN too some day soon.
For those who are searching specifically for E-Mu Proteus synths, MSB (Bank on the DT) selects the ROM installed, Composer is 4, although you have to add one to it and set BANK to 5. The LSB cc32 then selects 0-7 banks of the Composer ROM. On the Proteus if you click audition it will give you the MSB and LSB numbers of the current bank you are in. The User Banks you can just use LSB (cc32) 0-3. If you want it to reliably change you have to P-lock it especially if using different program changes in different patterns otherwise the LSB will be too late for the program change.