I will try to answer your questions concerning the Ketron SD2:
- That's right, connection is MIDI OUT from Sylphyo receiver to MIDI IN on Ketron.
- You can change sound by selecting a Program Change directely on the Sylphyo (quick settings menu).
- I don't think that is possible.
- For now that can not be done with the Sylphyo (you can only choose the first 128 sounds of the first bank) even though the other banks are quite a repetition of the first one.
- Ketron SD2 works with CC11 for breath. For other CCs, there are not so much possible modulations on the sounds, but you can remap the Sylphyo if you find some you like.