How to setup Maschine in Reaper to read and send MIDI from/to Host?

Hi,

I'm currently trying to do this in Reaper:

• One Maschine Track:
  • One Group:
    • Each Sound reads MIDI events coming from Dedicated Sound MIDI Channel.
    • Each Sound sends MIDI events to Dedicated Sound MIDI Channel.
    • Each Sound has its Dedicated MIDI Channel (Sound 1 using Channel 1...Sound 16 using Channel 16).
• 16 Midi Tracks:
  • Each Track sends MIDI to Maschine Track and receives MIDI from Maschine Track.
• 16 Audio Outputs receiving audio from Maschine.

Here is my configuration:

Maschine Configuration

Reaper MIDI Tracks Configuration:

Maschine Outputs on Reaper Track:

Audio Tracks Configuration on Reaper:

• Reading MIDI from Reaper Dedicated Midi tracks works.
• Dedicated Audio Outputs work too.
• Playing with Maschine Keyboard on a sound works as Audio Outputs are working.

But suppose I run Record on Reaper with for example the Dedicated MIDI Track 1 and play keyboard on Sound 1 on Maschine. In that case, sounds are audible during recording but when I stop recording, the new MIDI Item created is empty.

I tried everything on Maschine, but I don't see why it doesn't work. Any ideas?