try this...
hook the MIDI OUT of your Nitro to the MIDI IN of your DAW
ARM atrack to record with the midi input of the repective midi port the Nitro is connected to
bring up the notro in that bank select page
hit record on the DAW
change a bank on the Nitro
stop record and examine in events pane to see if you see any midi info
if this fails, open the sys ex dump, set it to receive sys ex, go through the Nitro bank change routine from the front panel again...
see if you capture any sys ex..
hope this helps