Change midi input while select player without caret

Is it possible to change the instrument that audible is when I only select an other player in write mode?
Now I have to activate the caret first before the sound change. Inputting notes on the midi-keyboard directly inserted in the score now while I will try some notes.

No, you have to start input on another staff to make the MIDI sound on that staff. Hitting Return twice (once to show the caret, once to hide it again) should be sufficient to do this.