To give yourself a set of different whole setups (all 4 KBD Parts with MFX's) freely loadable, you need to get familiar with the HOLD's.

The basic idea is that you save a Performance with all the sounds the way you want them. So, e.g. you could call up a factory OTS for a particular style, then save that with a name that helps you remember it. If you really like all the other OTS's for that style, save them as Performances as well. So you now have up to four Performances. Named...

You now load up the resource you want to use (style, SMF or .wav/mp3) and put the HOLD on for style and tempo if a style and then call up the Performance WHILE IT IS PLAYING. The trick is, if you change Performances while a sequence or audio file plays, it doesn't load up the resource. Only in style mode will the style from your template Performance load up. That's where you need the Style Hold and Tempo Hold on.

But, once loaded in, you can now save that new Performance as your gig setup for the song. If you need more complete setups for the same song, repeat the process with the other layouts and store the sections in order in the Performance List. So, song Intro, song Verse, song Solo etc.

Because the BK9 makes seamless transitions you can jump between setups freely. If you hear a hiccup, it's usually because the MFX buffer is being reset for a different effect. Mitigating that is a story for another day!

Yes, it's a total PITA, but it's the way Roland have always done it.