What I usually do is setting the keyboard to play on DN auto channel (e.g. 14)
Then I select the MIDI track that must control the external device (e.g. track 9).
This MIDI track can have its own MIDI channel (e.g. 5) as long as it’s the same as the device you wish to control.
And before this the MIDI/sync settings must be properly configured of course.
Another possibility is to configure MIDI settings so that your MIDI track (9 in my example above) is set to channel 9 : this way you can set your keyboard to play on channel 9 directly without having to give the focus to MIDI channel 9.
This is more suitable if you wish to play your external device while messing with DN parameters.
I don’t have the DN yet so I can’t test this unfortunately.