MIDI Thru should echo whatever MIDI comes into the TF, regardless of channel, but the TF can only be set to either MIDI OUT or MIDI THRU (TF UM p39), unfortunately, not both at the same time. The TF can transmit PCs, though (when PGM XMT is ON and OUTPUT is XMT). But, the TF doesn't transmit PC when the preset is changed via MIDI PC, only when the footswitches are used (see the "notes" at the top of TF UM p39). So, while it can transmit and receive PC on different channels, it won't do both at once.
If your MIDI controller can transmit CC messages, it may be easiest to just use your controller for both PC and 1 CC that is linked to the "tap" function on both pedals (TF UM p35-36). Either that or using the TF to transmit both PC and MIDI CLK. If you want to use both the TF and your controller to transmit at the same time, you'll need to add at least a MIDI Merge device, and likely a MIDI Splitter.