Just checking if theres an easier way to just set a switch somewhere on the performance to not receive midi data, other does it always receive regardless of the settings?

? A Switch not to receive MIDI? (Other than the power switch, I'm sure?) most devices are set always to receive data. Usually you can select not to transmit data, you can ususally select not to transmit MIDI data on the Receive Channel of the slave device, but those are issues traditionally handled at the device acting as a controller.

You could set the MIDI I/O to USB that would prevent MIDI from arriving at Montage's tone engine via the 5-pin MIDI In
If you cannot stop your external device from transmitting you can simply not assign a Montage Part to that slot. Montage Receive Channel setting is easy enough, it matches the Part slot Number.

The Montage can be setup to be used as a synth with Multi MIDI transmit/receive Channel capability or it can be set as a Single Channel transmit/Receive instrument.

If you additionally use it as a Master Keyboard, the Zone Settings will override the Single MIDI I/O Mode setting.

For the control matrix where you can deselect external MIDI (filter out) various options like aftertouch or pitch bend or modwheel or ... any number of things - I've gone to the same screen a couple of times before wishing there was a note on/off filter as well.

There are times when I want mod wheel and or pitch bend and or aftertouch to be respected from an external controller while I don't want the notes to make it through (one example: when an ARP is playing on that channel). I've usually worked around that issue some other way or just gave up on "doing it that way".

if your external keyboard is coming in on a certain channel and you just want to "throw away" the information - and assuming you can change that channel at the remote device - you can set the remote device's MIDI channel to an empty PART or turn off the tone generator for that PART. Maybe point it to a PART you only use to trigger external MIDI so you already have the tone generator turned off for that PART (receive channel).