Thank you for the quick response I appreciate it!
So, probably I need to explain a little bit more what my issue is.
I'm using a VST/Plug In that can create some MIDI information (Scaler 2 if you happen to know it), so once I have created the MIDI Id like to either hear the results in any of the Keyboard sounds (that are, in my opinion, better than the ones on the Plugin) and then probably reroute the sound back to the DAW as an Audio input (I don't know if there is a way to directly hear and send the "sounds" that come from the keyboard to the DAW, but in my mind the best option would be to send that info after I like the sound back to the DAW as an Audio as mention before).
But, going back to my problem, I'm not actually "recording" anything as the MIDI information is actually generated in that VST and then when I'm sending that MIDI to the keyboard is giving me the regular piano sound.
Probably, what I'm guessing you are telling me (I'm sorry I'm not super smart in these things... and English is not my first language either hahaha) record like 1 bar of anything (for the DAW to receive the information from the keyboard in one preset), then take the MIDI information from the VST/Plugin and replace the MIDI generated in that new track???
I'm sorry if i'm making this complicated!!!
Edit:
Guys I'm super excited to tell everyone that I solved the problem, and I even found a better way to change the preset!!!! (At least in Studio One)
So, what I did was downloading the preset script for Cubase (that you can find in the CASIO website and in a link in another post of important downloads).
Then the file inside that ZIP must be imported in the website s1toolbox.com, and that will change the Cubase file to one that Studio One can read (I found the tutorial in Youtube if you want to watch it), then that file is drag again into the MIDI track that you are using with your Px-S3000 and all of the sounds will be there in a dropdown and those can be changed on the fly!!!!
Hope that could help someone else! Thank you!