Midi instruments which back at start of project

what synth are you using? 

OK... why not use a soft synth rather than a hardware synth? 

I have never used an external hardware synth so I don't have a clue what to tell you. 

My guess is that since the roland is not running the DAW software it can not save the patch.... just a guess. 

I would use a soft synth and do it in the box where you can save all the important stuff easily.

Do you have a patch/bank selected in the MIDI track header?

Whether that's it or not, I don't think it has anything to do with instrument definition files. If you set the pitch and bank dropdowns to "none" the synth will play whatever patch you have selected via the synthesizer's front panel controls. I'd suspect an instrument definition file issue only if you asked for one specific patch and got another, but again that wouldn't be an issue if you set the track header patch/bank dropdowns to "none".

Sorry, Herb, this is also not related to hardware versus software synthesizers, either of which respond to patch change events in exactly the same manner. Hardware synths have the added advantage of near-zero CPU usage and no possibility of software conflicts. 

If worse comes to worst, you can either disable patch changes in the synth or hard-code a patch change via the MIDI Event screen.

Thanks... Dave... I'm not up to speed on external use of synths at all never having done it.