There's a few easy mistakes to make with midi hookups.
Careful with midi chains, especially if something has no dedicated midi thru port because it will probably have the thru combined with the midi output port. This causes midi feedback when the controlling sequencer gets it's outputs routed back into its own input via the thru link. It can be switched off in a menu setting or switch.
You can switch thru off in the sequencer, but you'd probably want to play a sound module on its output from a controller on its input, so its not really a good solution.
To avoid feedback in a chain, see if you can arrange the devices so there is a break in the thru path in one device and everything else that needs input from the sequencer is before the break and everything that needs to send into the sequencer is after the break. The most likely device to turn thru off on would be a keyboard synth because you'd want to record its keys and controllers into the sequencer and play its sounds from the sequencer.
There's lots of decisions needed with midi chains and it's best to avoid either with a sequencer with several in and out ports or the use of midi merge and/or thru boxes if you only have one in and out at the sequencer.
With the synth there's another setting to check - Local Control.
With Local on, the keys will play the synth directly AND transmit midi to the sequencer - this will come back from the sequencer and play it again. Turn Local off and it will be fine. You only really ever need Local On when playing the synth "live" without a sequencer. Some drum machines might have a local setting too.
On the audio side, I haven't found one chain that will allow everything I want to do. Sometimes each device feeds its own mixer input and sometimes things are used just for their FX fed just by something else.
A partial solution is to get a patch bay or jackfield. These are groups of jacks arranged as several bays that connected to a few others only in the same bay. Every output and input you have goes to a bay and you make the connections you want with short patchleads between bays. Patch bays aren't all that expensive, but all the cables you need racks up the cost.
Most patch bays have a "Normalised" feature where an in and out are connected in the same bay without needing a patch lead. When you do insert a patch lead, the internal connection is broken and you can patch the output to something else and/or feed the input from something else. This means you probably don't need too many patch leads to make the few changes you might want.
Hope this info helps you make your dream hookup

Jim