If what you're trying to accomplish is just recording MIDI events on two (or more) devices at the same time, it simply boils down to having sequencer tracks created for all devices you want to record at once, have each sequencer track armed for recording, and locking a hardware controller device to each of the devices you desire to control.
If you were an octopus with 8 hardware controllers locked to 8 different devices with 8 sequencer tracks armed, you could record all 8 devices at the same time.
Is this what you're trying to do or am I misunderstanding you? Sometimes it's difficult to make out the Klingon/Elvish in these parts.
I'd strongly suggest you spend time at Propellerhead's YouTube channel and watch both the Basic and Deep tutorials, as well as the microtutorials and 52 Reason/Record tips.