I've gotten far enough to see a screen that allows for changing the chord sequence. It shows 4 chords but doesn't seem to allow me to create an additional one. Very manual it seems and possibly only 4 chords are allowed. I can live with that and just use more than one pad I suppose. I'm going to spend a bit more time fiddling with it today as this was one of the things that led me to the MZ-X500.
Kind of a shame that the 'tutorial' manual is not much in the way of actual tutoring, more just some examples that are minimally explained.
A doable alternative could be to create a backing set of chords and styles and play along with that, in the end that might be easier and less cumbersome to do.