This won’t work, I guess … why …
MIDI-Through is just repeating, what has been received at MIDI-In. It’s not adding the Midi created by this device. The Midi created by a device is sent to MIDI-Out only.
If you want to have each sequencer to talk to each instrument and optionally an other sequencer too, and this back and forth, and midi shall be sent across instruments and sequencers in both directions, you can’t use a “line-of-sending” and a “line-of-receiving” approach to get this done. You need to implement a “network”. As @JuanSOLO says, the best and most clean solution is to use a midi-patch-bay with memories keeping different sending/receiving situations ready to go.
A midi-patch-bay supports more than one midi-port, each port providing the usual 16 midi-channels. It helps to define who is talking to whom, who is listening to whom at what midi-channel, and to prevent unwanted midi-loops, which would cause midi-chaos.