The solution - though it is a bit craptastic!
One:
Open a synth from the rack and choose the Enable midi output option. We'll call the first one Dim Pro. Get a patch up so you can hear it.
Two:
Open up a second synth (the slave) and don't choose the midi output option. This one is called Rapture. Get a patch up so you can hear it.
Three:
Make sure the Dim Pro midi
input is your controller keyboard.
Make sure the Dim Pro midi
output is Dim Pro.
Make sure the Rapture midi
input is Dim Pro.
Make sure the little blue boxes (input echo I believe) are blue for both synths.
Try playing something. If your set up is the same a mine it won't work, only the Dim Pro patch will play

.
Now comes the funny part: Four:
Delete the Rapture synth and the associated tracks (yes, you read it correctly).
Five:
Create a Rapture synth and get a patch up so you can hear it (eventually).
Six:
Make sure both blue boxes are blue and select as the midi input of the new Rapture as
All inputs > Midi Omni.
Seven:
Press a key on your midi controller and be enthralled as the Dim Pro patch plays along with the Rapture patch (or vice versa).
There may be a better way but this way worked for me and it didn't work the way it should (so I wonder what the sensible solution is?).
Grum.