With regards to the midi on the 9000, you need to make sure that your keyboards setup to use midi.
From the manual page 150 (if you don't have a copy you can download it from yamaha.com)
The PSR-9000 offers a range of MIDI functions that allow it to be used effectively in even the most sophisticated
Under the buttons that say menu above, press the MIDI button
The screen will change to show
All parts, KDB&ACMP, Master KBD1, Master KBD2, Clock EXT A, MIDI Accord 1, MIDI Accord 2, MIDI pedal1, Midi pedal2, MIDI OFF.
To check your midis working press the button next to All parts,
but also on the back of the keyboard there is a switch that says to host or midi, make sure its on MIDI and not TO HOST.
I had a similar problem with mine, it was set to MIDI OFF in the menu, but also if you intend to use the cheapo usb to midi connectors for anything other than midi file playback you'll get buffering issues.
Please try and find a decent one such as a eridol UM2x or above. (They're made by roland) as the el cheapos hate sys-ex dumps and just ignore any sysex.