Regarding
#2,: it seems that you're hearing the built in sounds from the PC along with the Yamaha sounds. That's the logical guess if you hear unwanted tones. Maybe you can write an internal drum kit that has zero velocity, so the notes won't sound ... and you'll only hear the Yamaha.
I know this isn't much help, but I haven't used Cakewalk in ages. Just thought I'd point out a "maybe" solution. Hope you figure it out.

3: If your interface has a dedicated midi out, there should be no difference in what you hear, providing the midi INPUT did not engage any midi filters, like program change, or syex.

Sorry I'm not much help. Haven't used Cakewalk in ages, but I thought I'd suggest a few "maybe" hints. Hope you figure it out.