actually using MIDI machines on the MD is pretty straight forward. i use it to controll my Airbas99 (1 instrument per track), and it works pretty nicely. just use the machine corresponding to the channel you want to use (like machine 1 for channel 1, machine 2 for channel 2, etc) and set the note you want to trigger. you have control over velocity & 6 cc paramters iirc.
but you can use the global MIDI setup to set the MIDI out notes for each track, too. this way you should be able to keep the original machine on the MD while triggering a MIDI note on the external synth. it’s just a little more complicated if you want to use paramterchanges via CC, etc.
one problem i discovered though was that programchanges are being fired one step “too late” - if i want to change a kit on the airbase, it is being changed after the first kick played.