You can only record one track at the same time, the active / selected one.
In live record, you can record multiple tracks simultaneously.
Here you sequence a MIDI track via grid mode (up to 4 notes at a time), which then plays back one or multiple tracks depending on your MIDI map via MIDI loopback.
For this loopback you need the MIDI out port connected to the MIDI in port of your DN.
Then you could “live record” the MIDI track output back in the sequencer again. See it as you are using another sequencer to sequence your DN this way.
So it can be done, but in my humble opinion, it’s way too complicated