Thanks for the extra information.
I have to assume that all the cables are OK, and therefore have the potential to work correctly.
When looking at situations like this, I'd always suggest that you start with the simplest setup, i.e. device A connected to device B, and make sure that is working correctly, and then add further devices one-by-one, making sure that each change continues to work.
Always note that where devices are connected, you connect the OUT of one device to the IN of the other. The device needs to be ON, even if it's not doing anything.
Are there any channel settings involved here? Some midi devices may send on a specific channel, or receive on a specific channel, and if the channels are different then a signal may be going through, but it's not being listened to.
Geoff