The only way I can think of to load a chord progression on any of the PSR-E400/EW400 series keyboards would be to use the built-in 6-track sequencer and record it as a User Song. If you want to use the auto-accompaniment with a style, you should be able to use the "A" or accompaniment track of the sequencer and record both the style and your chord progression there. If you want, you can even add additional melodies or background tracks of different instruments using tracks 1-5. Of course, you'd have to play this directly in the keyboard. You can set the tempo that you want to use when recording the "A" or accompaniment track, but when you play it back, you can change the tempo if you want. Note that you do not have to use auto-accompaniment. I have recorded multiple songs using the "A" track strictly for the style's drums, and then I go back and record the other instruments directly, one at a time, on the other tracks.
As far as I know, from what I see on my keyboard -- a PSR-E433 -- when you play back the User Song, you can play along with it using the various sounds on the keyboard, including the split and dual features, as long as you don't exceed the overall polyphony capability of the keyboard. On my keyboard -- and so I imagine also on the EW425 -- you can change the volume of the User Song after you record it, but I don't believe you can change the volume the tracks individually.
Now, there are a couple drawbacks to this. Recording a User Song is like a direct performance. So once you record it and you play along with it, if you make a mistake while playing, the there is no way to pause the User Song at a particular point and have it just keep playing the same chord or measure until you re-orient yourself -- the User Song will just keep on playing the way you recorded it. And there is no way to loop a User Song, so you could not use this feature as a chord looping function.
Additionally, this is something that you would have to play directly on the keyboard to record. If you wanted to set something up on a computer and create a MIDI file, you can do that, as well, as long as the MIDI file is in a format compatible with the keyboard. However, I have not experimented very much with this, so I'm not sure of the details of how it would work.
