Record External MIDI

Hi All, I'm trying to record MIDI in Reaper that triggers the sounds from my synth, and then record it back as audio. I've found some tutorials on how to do it, but I keep getting stuck on routing it back to capture the audio. My setup - Mac OSX El Capitan Mbox2 Audio Interface Roland XP Synth I create MIDI track and use midi input from the mbox2 - midi signals being recorded ok. I confirm that sounds from the Roland Synth are being generated as i'm routing audio out from my synth into my mbox2, and plug my headphones into it - sound plays fine!!! I create an audio track in Reaper, set it to input stereo 1/2 and arm for recording. When i record, nothing is actually being recorded - i end up with blank audio files. I am thinking that my audio/midi setup is not quite right - as from what i can understand, i need to create an Aggregate Midi device. However, when i go into the midi Device setup on my mac, i can only choose my internal input/output - the mbox is not an option. Ultimately, all i am trying to do is use on some tracks the sounds from my synth to create an arrangement, IDEALLY press play and simply hear all channels through my monitors and then when happy perform a final render/bounce. The reason i need MIDI is that there is a high chance i need to modify tempo markings and other attributes that are probably easier to achieve if everything was midi based. If anyone could point me in the right direction i would be most appreciative - i think i am very very close but am just missing one tiny element in this whole equation. Regards!!

It seems the MBox 2 doesn't have compatible drivers for Yosemite and above: I think, that needs to be clarified first before going into MIDI / Audio routing details. Sooo ... does audio output from a VSTi work on a MIDI recorded track?

Have you tried audio in via XLR/microphone and/or 1/4" phone/unbalanced (guitar) inputs? If that works, how about different cables from the synth to the Mbox2?