I never liked to midi two arrangers together..If i were going to use two arrangers ,I would leave them independent of each other..

If you really need to midi them..maybe key feel is a factor,[the Korg is better then the Yamaha]..Just set the note to arranger channel transmitted from the Korg to the Yamaha..and control the instruments of both by their individual volume controls..
Also make sure your transpose function is set to transpose midi..