Im not in the vicinity of a zynthian right now, and have not experienced your problem, but i raised another question a short while ago, because i was not able to choose which midi channel that went to Zynstep. The answer was that unfortunately that is not possible - Zynstep listens to all midi channels. But from your research i would guess that there was a time it was possible to selct MIDI in channel Zynstep - but not anymore…
I do not now how much our issues are related, if not, sorry for the clutter)
(here is the thread Zynseq - A native step sequencer - #728 by core.east)