I have connected a MIDI keyboard to the MODX7 which sends on channels 9 to 12. I have a performance with channel 1, and channels 9 to 12 assigned. When I play it on the MIDI keyboard, channels 9 to 12 play. Fine.

Although there are several ways to interpret what you wrote here, it sounds like your external MIDI keyboard is triggering sounds in the MODX assigned to MODX Parts 9, 10, 11, and 12.

When I play it on the MODX keyboard, all channels 1 and 9-12 play.

Right there, that sentence is the impossible one. If you set the MODX on the HOME screen ...press the [PERFORMANCE (HOME)] button... your MODX Keys will play only Parts with KBD CTRL active (green)... which can only be Parts 1-8... and never, never Parts 9-16. In order to play a Part that does not have KBD CTRL active, you must *select* it directly... and it would be just one, single, Part.

How can I limit the MODX keyboard to play only channels 1 to 8, i.e. 1 for that performance?
Thanks.

Press the HOME button. This guarantees you can only play internally Parts 1-8, and only those with the KBD CTRL icon active!

Yes, "When I play it on the MODX keyboard, all channels 1 and 9-12 play" sounds impossible, since the MODX doesn't allow you to assign that combination of channels to the internal keys. If that's indeed what you're hearing, I would look for some kind kind of MIDI loopback, where maybe you're somehow sending MIDI *out* of the MODX in such a way that it is coming back and triggering additional Parts it would not normally be able to trigger.

To do what you want, all you need is a single 5-pin MIDI cable, MIDI OUT of the second MIDI keyboard to MIDI IN of the MODX. If that's all you connect, it will work the way you want.