Hi and welcome,
As far as I can see you send the MIDI Data from T9 Out/Thru to MX49 In. On MX49 you use MIDI Out instead of MIDI Thru. So the data which comes from MIDI In ends up in MX49. To copy the MIDI In data to the “MIDI Out” of MX49, you have to use MIDI Thru instead of MIDI Out on MX49. Maybe there is a setup to use MIDI Out as MIDI Thru on MX49.
Or you can connect it the other way around:
MX49 Out > TD9 In
TD9 Thru > US-200 In
Does it work?
Actually myself, I would simplify it. Connect MX49 via USB. Then you have an own MX49 MIDI Port (USB) and separated TD9 (over US-200) MIDI Port.