Right, that is to be expected. If you set the MIDI output to transmit, the DMC-6D won't be able to send any MIDI data through the H9. What I was wondering about is when you use the preset switch on the H9 to load presets on the H9 directly the H9 will transmit program changes to the Big Sky and should cause the Big Sky to change presets. Is the Big Sky responding to those preset changes as expected? When you change parameter values directly on the H9, is the Big Sky responding to those parameter changes as expected?
Also, we noticed from your screenshots that you seem to be using an iOS device. Is that iOS device connected to the H9 while you're trying to send MIDI through it? We need to check how that affects the H9 ourselves, but it could be that it screws up MIDI through just like having a USB cable might.