In answer to the last post, the program changes you put into the inspector (panel on the left) are only transmitted a) when you change them, and b) once (and once only!) when you open the project. This is a pita of course, and it wasn’t always like that, but that’s the way it is now.
In order to get Cubase to ‘chase’ the program change(s) you have to put them into a midi part.
There are a few ways of doing this, manually for example, or recording the program change from your keyboard (I tend to do this, then rename the part and keep only the program change inside that part).
You can also do something called ‘merge in loop’. I’ve never used it but I think it takes the inspector program change and puts it into a midi part… I’ll leave the detail on that one to the manual or someone else.
Once you have program changes (and bank selection changes) inside midi parts then they will be chased throughout the song (assuming you have chase on in the preferences) each time you relocate or press stop, and probably some other times too.
This can be both a blessing and a curse, because if you’re trying to audition a new sound and you’ve already got a program change in a midi part then it’ll keep resetting when you stop/rewind etc… Swings and roundabouts.