Thanks matthewritenburg but I felt the agent did understand MIDI but made it clear S1 doesn't officially support daisy chaining - YMMV. That's why S1 gives you a warning when you try to create a device on the same interface. You may have unticked the 'Don't show again' tick box so you might not see it - otherwise why code it?
Regarding your helpful suggestions...
1. Make sure everything is cabled correctly and there are no MIDI routing loops
Because I'm using a thru box, the routing is super simple. Out from the interface and into the thru box, then out from the thru box to the ins of all the devices.
2. Make sure Tempest MIDI is only connected via one option: USB or 5pin DIN cable, not both
Correct, I use always use DIN because there's way less USB noise. I do have USB set for Sysex so will try with it off.
3. Verify that Tempest is only receiving on one MIDI channel and that it is not receiving clock or sync globally or via Omni.
Tempest has separate channels for remote pad in and synth in but neither is set to a conflicting channel. Both clock in/out are set to DIN MIDI
4. In Studio One, make sure your output devices match the configurations of your external devices (MIDI channel, port, etc.) and that your instrument tracks are assigned correctly to your external devices. If all of this is correct, then channelized CC data should only be received by the device that is set to receive on that MIDI channel.
All devices have are on the same interface with separate channels and I only have one track in S1 which is for the Dream Sequence pedal and all it does is send CC 21, 22, 23. Everything else is simply receiving clock - no other sequencing.
It sounds like all of your external device configurations in Studio One should be on unique MIDI channels through the Clarett MIDI out port. Your MIDI THRU Box should be invisible to your computer and Studio One.
You might also check your device manuals to see if they support MIDI THRU. Sometimes the MIDI OUT port is actually an OUT/THRU. If 3 of your 4 devices support MIDI THRU, then you can just daisy chain them off the Clarett MIDI OUT port, putting the device that doesn’t support THRU at the end of the chain.
So this is why I use Thru boxes - no other device can mess with the data and there's nothing to configure besides MIDI channels - right? I've had the Quadra Thru for about 5 years and haven't had an issue with it. They have a good rep as far as I know.
Ultimately, I’m sure you can get this working how you like. I actually don’t think it is a shortcoming of Studio One.
I wouldn't have thought so but I've seen nothing in the manual which confirms that daisy chaining is supported and even tech articles say to set devices to all 16 channels. It's kind of a 'don't ask, don't tell' situation and the advice seems weird if you're daisy chaining devices. For example, see point 3 here: https://www.presonus.com/learn/technical-articles/How-To-Configure-Midi-Devices-In-Studio-One
Also, long-time forum members said that what I was asking for was 'old school' and there are better ways of doing it now and said that S1 is evolving MIDI? See here: https://forums.presonus.com/viewtopic.php?p=274800&sid=fc65d0fa69f7473d8853a3e4e0d62dee#p274800
Not to mention the support agent confirmed it. The whole thing is frankly weird - you know?
Cheers and thanks for your suggestions, will set sysex USB to none and re-test.