The first issue is probably to do with your DAW sending reset CC when you press stop.
Check in the preferences to see if you can switch it off or at the start of the song (before it starts) write in a CC message to get your SP-808 to change to the correct patch.
MIDI THRU is selectable in the MIDI parameters menu on the SP-808, it's set to OUT as default.
I'm a little confused with your RM1x story, sorry.
I'll try to help if I can, I just got a bit lost there.