OK, try this idea:
1: Make your scenes. You did that.
SAVE!!(do that a lot)
2: Hook up your controller proper to MIDI. use whatever you're used to doing aslong a your controller is sending MIDI data and you can confirm that via whatever means.
3: Tell MyDMX to listen for that trigger.
Say, you press low C on a 61-note keyboard, that normally maps to note 36. Say it's on MIDI channel 16 just for the heck of it.
4: Repeat with another scene and another key. Do this for at least 2 scenes, 8 would be better, but at least enough so you can do some cycling around.
SAVE!!
5: Using your MIDI sequencing software, program in your trigger notes onto the proper channel.
Save
Are you using a MIDI inferface with multiple banks of MIDI ports? It's sort of critical to my theory. Not totally, but what happens next may annoy you if you don't have multiple banks of MIDI channels.
6: Now taht you have your brand spankin' new MIDI sequence(or a tweaked one), play it back. Is MyDMX running? Yes? Still not doing it?
Here's my theory: MyDMX isn't a true MIDI application per say, so it's not behaving on the MIDI bus, for lack of a better word. I think the term "Bridge" is what people use, and it doesn't cross that bridge. Heck, it ain't paying a toll.
Move the MIDI trigger data to a dedicate set of MIDI In/Out, say B for example. Loop the cable from the OUT of B to the IN of B. This effectively generates MIDI IN data, and if you're not recording, it will trigger, and be disposed of promptly as per MIDI Spec 1.0
My theory is based on MyDMX is actively looking at the MIDI IN port. BUT, at the same time, perhaps running a MIDI application at the same time may prevent MyDMX from looking there.
First, try basics. Remove the sequencer from the scenario by not running it. Use your keyboard to general triggers. Test the triggers. Then go into the MIDI application and try the other stuff.
It's sounding like Compu Live is the proper product for this application. It supports bridging from what I am told.
MIDI triggering is different that being a MIDI or MIDI-aware/capable application.
Think more along the lines of a drum trigger unit. It converts the trigger data to MIDI data. In this case, MIDI data is the trigger and MyDMX is converting that to a scene(if programmed for it). When you record a MIDI drum performance, you can play it back but it goes to the "brains", not the triggers. In the MyDMX situation, it doens't have the interface to go to the playback source, only the INPUT source. Since sequencers send data on the MIDI OUT and receive on the IN, I think MyDMX can't see the data because of a lack of bridging.
Sorry, brain fart over. No way of testing. My QS-8 is too heavy and my wife will kill me if I bring it into the house(and so will my back!)