Your answer lies in an understanding of the MOXF's Modes. Each has a different use.

VOICE Mode - playing individual instrument Programs one at a time
PERFORMANCE - combining as many as four Voice Programs for simultaneous play from the MOXF keyboard. Each Voice is placed in one of four PARTs.

SONG/PATTERN Modes _ combining as many as 16 Voice Programs for simultaneous play from the built-in Sequencer or an external DAW sequencer via MIDI. Theses are the multi-timbral, multi-MIDI channeled modes where you can assign MIDI Receive Channels to each of the 16 available synth PARTS. Initially, each PART is given a unique Channel 1-16. But you can freely stack and region as many sounds as you desire together by manipulating the MIDI Receive Channel and the LIMIT parameters.

So if you want to play some Voices from the MOXF keyboard and others from an external controller the SONG MIXING or PATTERN MIXING Modes are what you would use. You use MIDI channel assignments to keep each discreet.

For example, say you want to play a MOXF Voice using the MOXF keys on PART 1. Place that Voice in PART 1
When the

button is lit and the number [1] button is lit you are playing the Voices assigned to MIDI Channel 1
Press [MIXING]
Press [EDIT]
Press [1]
Press [F1] VOICE
PRESS [SF1] VOICE
Choose the Voice you wish

Set your external controller to transmit on MIDI channel 2
Press [2] on the MOXF
Select the Voice you wish to sound when you play the other controller for PART 2.

You can view the MIDI RECEIVE CHANNEL on the MOXF by pressing [SF2] MODE while still in this edit area.

[STORE] your setup to one of 64 SONG or 64 PATTERN locations.

Make sure you connect MIDI OUT of your external controller to MIDI IN of the MOXF.
And make sure MIDI IN/OUT = MIDI