“MIDI data persists”. This is like the Isaac Newtown law of physics that an object at rest will remain at rest until a force acts on it to change
What this means here is, the last sent message remains relevant until you change it.

“The MSB/LSB Bank Select Control Change messages must always precede the PC (Program Change)”. This is also a law of Midi...

If, for example, you send 000/000 as MSB/LSB (Bank Select for the Normal GM sounds) as long as no other valid MSB/LSB is sent all subsequent PCs will be in the Normal GM Bank (000/000). This remains true for milliseconds, seconds, minutes, hours, days, or weeks later... as long as it is later and there is no power interruption the last sent MSB/LSB persist. This means you do not have to repeat them, once in a proper Bank, you can simply increment the PC message.

However, change the MSB or the LSB to a fictitious bank and all bets are off. In fact, change either Bank Select value, no new PC will be sent until you change that PC value. After changing either MSB or LSB to a valid setting, you must now send a new valid PC. Simply changing the MSB or LSB, resets the process.

What a receiving device does when it does not have a corresponding Bank number can vary by product (so there’s a wild card) ensure you have a valid MSB/LSB for the receiving device before selecting a new valid PC (which must be last).
Also I have to mention, while all MIDI banks have a 128 Program limit, not all Banks contain 128 Programs. What a receiving device does when it receives a PC for a program number it doesn’t have can vary, as well. Some just ignore it, some switch to silence (mileage may vary).

In other words, simply changing the Bank Select portion is or can be meaningless, until a new valid PC event is sent using a valid MSB/LSB..
If you set “MIDI SEND” active (green)... you will want to set the MSB and LSB before changing the PC.
When active changing the PC will cause the receiving device to change if the MSB and LSB values make sense to it.

PROGRAM CHANGE must always be the last event sent. And it should be following a valid Bank Select setting for the receiving device.

With this information test your theory again.
If you are still having the issue, then please include specifics (products, values, etc.) so we can verify your report. Thanks.

Thanks for the extensive reply. I'm already familiar with the theory behind MIDI and program/bank switching. But I will try the functionality again, also with different modules and report back.
But just to be clear, what does the MIDI SEND button do exactly? because it is automatically turned back off when I save the performance and the reference manual is also not very clear.
Is it just a setting that when it's turned on it will send MIDI data directly when adjusting the zone settings?

Is it just a setting that when it's turned on it will send MIDI data directly when adjusting the zone settings?

That is exactly what it is... otherwise you would have store the setting (it is sent when you store or recall a stored Master program). This allows real time changes to Volume, Pan, PC when activated. The MSB LSB currently showing will be used when you change the PC value.

Ah ok, yeah I think that was the confusion. When trying to switch i probably had the MIDI SEND off as well.
It's working like it should now, so no bug fortunately :).