Can I daisychain midi devices with a UR22mkII?

I am using Cubase LE AI Elements 9.0.30 with a Novation 49SL MkII midi controller, a UR22MkII, a Korg Wavestation A/D and a Roland U-220.
The set up is pictured in the attached file - I make no guarantees for this being a sensible setup!
All Cubase VST’s play perfectly. The Wavestation also plays perfectly and I can change voices on it from Cubase. The U-220 however refuses to play and shows no midi activity on its Midi Message light - seems Thru is not working?
If I connect the U-220 directly to the UR MKII it works happily.

Any ideas at all? Any improvements on the connections/daisychaining?

Thanks from a noob!