The way I found to make layering synths is:
1 VST 1 (e.g Massive) / (one octave lower in MIDI modifiers /transposition)
2 VST 2 (e.g sylenth1) / (one octave higher in MIDI modifiers /transposition)
3 open MIDI track and there go to MIDI Sends and search and activate in one box VST1 <Massive and below VST2 <Sylenth1
4 record the melody in the MIDI track and the sound of VST 1 and VST 2 will be sounding at the same time.
The bug I think I found concerns to transposition, since as I said VST 1 is an octave lower and VST 2 is an octave higher, but in MIDI events of the MIDI track there is no affectation in the sound, and both VSTs sound in the same octave.
Is this normal? exist an explanation? or am I missing something?