Thanks for the suggestions - so far, I still can't get it to work.
I will admit I get a bit confused by the way the tracks work. Here is my way of thinking about them - I am sure I am not quite getting it right, so any clarification of exactly how the tracks work would be really useful. I tend to think of them as if the MIDI recording track is equivalent to the MIDI Out data from a keyboard going to the MIDI In of a hardware synthesiser, and the track that's created when a virtual synth is inserted into the browser as being equivalent to the Audio output of the hardware synthesiser - is that right?
I know that when I create a MIDI track (in this case, Track 3) and insert a virtual instrument, Track 3 records the performance from my A-800 Pro as long as its input is set (in my case) to 'A-Pro1', and as long as Track 3's output is assigned to the virtual instrument, the virtual instrument plays when I press a key or when I replay the recorded track. Inserting the virtual instrument creates a second track (in this case, Track 9, associated with the synth itself) that takes its input from the synth and outputs to whatever output is appropriate - in my case, a pair of ASIO outs.
When I try to substitute a different synth for Track 3, I delete Track 9 (i.e. the one associated with the virtual instrument) by highlighting the track, right clicking on it and selecting Delete Track, (leaving the original MIDI Track 3 and its recorded performance in place). Then I delete the synth from the Browser (necessary because I already have the maximum of eight instruments in there) by highlighting it, right-clicking it and selecting Delete Synth.
After that, I insert a new synth into the Browser. I re-assign Track's 3 output to the new synth and then go to the new track it created (in this case, it has become Track 16). I can see that Track 16's input is set to the new synth and that the output is set to the ASIO outs. But the synth won't respond to input from the keyboard and there's no MIDI indicator flashing against Track 16 (although I can see Track 3's MIDI indicator flashing) and if I start the song replay, again, Track 3's MIDI is clearly outputting but not getting to the new synth. In answer to your question, I checked and there's no other additional track being created, so I don't think that it's somehow splitting into two when the synth is deleted.
I've also tried creating an entirely new MIDI track (in this case, Track 17) and setting that up with the new synth in the normal way - and that worked as it should - but then, when I copied the recorded performance data from Track 3 to Track 17, the same thing happened - the synth stopped getting MIDI data from either the recorded performance data or the controller keyboard. I thought at first maybe the recorded performance data might have got onto a different MIDI channel somehow, so I tried outputting from each of the other MIDI channels on my A-Pro to see if the synth would respond to incoming data from another channel, but still it wouldn't do anything.
Very puzzling.
Incidentally, is there any way of re-ordering the tracks in the Track Window? It can get a bit confusing when the recording track and the instrument track can be so far apart in the window sometimes. With my fuzzy old brain, having each Recording track and its associated Instrument track next to each other would be so helpful!