Had a look at the manual (Yamaha UK website). It's says it supports General Midi and is multi-timbral. So check that Logic Pro is set to use that protocol on the external midi channel. Are there program changes embedded in the midi tracks? I think bank select method should be set to 'normal'(which uses cc32 and cc0)? Is there any sysex being sent which is upsetting the psr? You could try putting a 'turn gm on' sysex message right at the start of the sequebce.
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John Allcock