I believe you also want to turn off the OT sending Notes and CC. Keep the send transport on so the A4 will start and stop in time. The A4 has a midi channel setting that you want to set to your keyboard setting. This changes the channel of each part as you select each part so you only need one channel on your keyboard.

I’m using a similar setup so I know it’s possible, I just can’t remember the exact particulars. I don’t use a midi merge.