I connected the midi inputs to 3 different instruments in environment. Actually not even one input goes to the sequencer.It seemed the most easy way to do it except the "no record" part.
Well, that's why you can't record - because you've bypassed the sequencer - the notes come in, and your environment routing sends the notes directly to the instruments, rather than through the seqeuncer/arrange page, hence why you can't record them.
I really recommend the multiplayer record feature for this task as the easiest way to set it up, and the most flexible without requiring workarounds for recording. The environment cabling method you use is a good method, but the main gotcha with it is you're bypassing the sequencer, so to record, you got to again cable the notes to the sequencer, record to a no output instrument and then reassign the regions after recording, which is a bit of a pain.
Multiplayer record avoids all these problems.