Most of the DGX range of Yamaha keyboards are not multi-timbral, and only transmit on midi channel 1, and although they have a split command, it is only applicable to its local sounds, to the best of my knowledge. I have used one of these keyboards for several years now, both for gigs and as a controller for recording in Sonar.
If the above suggestions do not give you what you want - I will try to play around with that some, later tonight, and will post back my findings sometime in the wee hours.
Bob Bone