Researching a bit about it yesterday, I ended up discovering in Reaper another very simple alternative to create loop points and I'm here to share it with you. For users who are used to using this DAW, it will definitely help!
Basically, just create the regions in the software. You make the time selection and create two regions from the selected span, used to indicate the start point and the end point.
Then, when rendering the file as a wave, ask Reaper to include only those regions in the file.
Soundfont player software and most likely TYEM and keyboard will understand these regions as loop points.
I tested this in bassmidi by creating an sfz file with a line of opcode indicating the wave to play and it actually looped.
I think this is the easiest way.
I didn't get to test it , but I don't know if YEM will interpret loop files in "Wav acid" format that could accompany the keyboard's master bpm. This would allow the creation of synchronized loops.