Been investigating this problem of the immutable GM voicings, which I had a feeling were being exacerbated by the SMF0 midi file format, which basically stores data from all tracks into one single super-track, unlike the SMF1 format, which stores each track's data separately. I discovered that if you load an SMF1 format version of your third-party General Midi files, the PX 560M handles matters in a much more civilized fashion - changes to tracks in the Mixer - at least on the 1.16 firmware - are persisted as they should be when you hit the STORE/Midi play button combination. (For background on this header rewrite feature added in October 2016, check out https://www.casiomusicforums.com/index.php?/topic/8147-mixing-with-the-mixer/). To save changes in tempo, however, you'll have to record at least a couple of measures of the System track, (or perhaps a new empty track will do the trick if you've got an unrepeatably brilliant performance captured on your System track)
So how can you convert an SMF0 format file to an SMF1 file? Dissection of a few modern SMF0 and SMF1 midi files were sufficient to persuade me that my days of hacking raw midi files are happily and hopefully behind me, but I did find, after testing a load of trial versions of Windows 10 DAW solutions, few of which provide flexible export options, that the best solution turns out to be free! Bandlab.com's Cakewalk (find it under the Apps menu header) does the job in a minute: create a new empty project, import your midi file, and immediately save your project as a simple SMF1 midi file. That's it - you can exit Cakewalk, and find your converted midi file in whatever folder you specified on project save. Copy it to your Casio USB media, and if my dozen or so tests constitute a representative sample, then you should be in business to tweak - and persist - your midi imports in the Mixer to your heart's content.