@VirtualVirgin Apologies it took me a while to get back to this.
In my example I am just using a MIDI Player (I also tried with the sequencer), and a script processor with Message.sendToMidiOut().
It was quite interesting because nothing I tried worked with VST3 but as soon as I reverted to VST2 (so uncheck the VST3 support flag) it worked. I did some research online and it looks like it is a known issue (at least on the JUCE forum).
Interesting you noticed that about the MIDI Settings in HISE. I can't imagine that effecting anything at compile time. I will have to try your suggestion.