Thanks for the input folks. I'll try to provide more info to come up out of the fog I laid

, and update on what I have learned since my original post.
I apologize now for the long post. I don't blame anyone who does not want to invest the time to read this.
DAW
RE the DAW: I'm using Waveform 12. BUT...what I've experienced based on input from another forum that focuses on that DAW, as well as a couple attempts, it appears using a DAW will not do what I need. I was in fact trying what anotherscott posted...
If the DGX is used to create a 5 track song with parts on MIDI channels 1-5, and then to create another 5 track song with different sounds but parts again assigned to MIDI channels 1-5, and you play them all back simultaneously (by having brought them into the DAW)
So to specifically state my goal: Take the two 5 track files from the Yamaha and combine them into 10 tracks in the DAW , then to pull into the Yamaha on it's 5 tracks, with each using appropriate instruments on the Yamaha. I don't care if two different instruments are on the same track.
What I have found in the past is that if I pull in a midi that is more than 5 tracks, the Yamaha loads them and puts combined tracks from the midi to whatever track on the Yamaha song. Interestingly , the 'sheet music' I am playing into the tracks on the Yamaha I download from Musescore, and there was a midi version also. I loaded it up and it even put some if it in the A track (which I'm told is actually multiple tracks which are used by the Yamaha Styles. It also left a couple empty tracks.
So, re. the DAW, one thing I learned, as stated by riskisbears:
...you haven’t got a sound source assigned be it your keyboard or a vst (software synth)
so you need to assign midi out to your keyboard...
So I did do that, and of course those voices did not match the voices from the Yamaha. In fact the Drums were trashed. What I was told was that the midi does not include which instrument to use, which seems like that should be wrong to me, but I have no clue. (I find it interesting that the tracks have the names of the instruments, but that won't go back to the Yamaha). What I do know is that, at least from Waveform, there is no way to specify what instrument to use, and have that come with the midi file into the Yamaha. Really? Seems to be the case. I had assumed that the specific Yamaha instruments were indicated in the midi, and that after just stacking the 10 tracks (again, from 2 5 track midi files from the Yamaha) that the instruments already in the midi file would still be there and be used in the Yamaha. Nope.
An interesting point from anotherscott:
I don't know if this entirely solves the problem, but the first thing I'd do is change the second set of 5 tracks in the DAW so that they are on different MIDI channels from the first.
I would not expect that the midi channels would be different, based on my uneducated thoughts. My expectations are that there are 5 tracks, and each 'track' is a different 'midi' channel, but it would be the same channels for every song. But, it is my expectation that I did in fact copy then to their own tracks. The picture from the DAW shows 12 tracks in use, 5 tracks + a Sysex track from each song, totaling 12.
Unless other information brings me back, I have decided a DAW will not do what I want. An old DOS command sounds like the need:
But of course that would append them together, not stak them. ...Sorry, I digressed.
Merge Box
So I've done some research on the thought of using a merge box. But of course, every video I find on that concept covers a lot of complicated, multipe sources to the merge box, but don't cover the details of how/what you do with the results. I'm left with some questions.
- Can I play each song separately from 1 instrument?
- One demo short video I saw seemed to demonstrate that, but didn't show what it was going to , etc.
- When I do so will whatever instruments are used in the Yamaha when creating the midis be understood by the Yamaha after that processing?
- What are the two files merged to?
- Software?
- What Software?
Thanks so much for you input everyone.