MIDI loopback requires connecting the MIDI Out (not the MIDI Thru) to the MIDI In port.
You need to connect Digitakt MIDI Out to Electribe MIDI In.
Activate PRG CH SEND in the DT’s SETTINGS > MIDI CONFIG > SYNC menu and set a value for PROGRAM CH OUT CHANNEL in the DT’s SETTINGS > MIDI CONFIG > CHANNELS menu.
Activate Program Change receive in the Electribe and ensure that the Program Change messages are received on the channel number on which the DT is sending them. Which model of Electribe do you have?