Hey!
I would gladly try and help you with your issue, but I must admit, it is a bit hard to understand your post. Perhaps if we start with some basics. Cubase can record MIDI and audio. The two are unrelated. MIDI, which can be viewed as a digital form of sheet music in that it contains information on what to play but not what the performance will end up sounding like. MIDI can be recorded on MIDI Tracks or Instrument Tracks. For the sake of simplicity, use Instrument Tracks if you want the performance to be played back by a virtual instrument (VSTi) and use a MIDI Track if you want it to be played back on a physical, MIDI equipped instrument, such as synthesizer or your DXG 670.
If you could, please write a simple step-by-step of what you are doing and what results you expect and include screenshots.