Is it the GR-20 with the GK-2, or GK3 pick-up? If so, I think that I may have a solution for your existing problem. On page 30 of the manual there may be a hint for you. It speaks about having Local Control “off” if you’re having conflicts, or MIDI loop problems with an external sound module (or VST synth). Take a peek at pages 28-30 in the GR-20 manual, also page 32 for the “Troubleshooting” Appendices.
If you have any further problems, just post them here, or Private Message me if you like. There are a great deal of knowledgeable and experienced posters here in this forum, and just as another option, the Help Desk has a lot of great information on almost all Roland products old & new.
Just my humble .02¢
Strategic Support Specialist
Media Development Team