Setting connections in Audio MIDI Setup without 3rd party apps

I have set up my MIDI studio with 2 controller keyboards and several hardware synths and devices.

When I am working in my DAW, I can route MIDI easily from my MIDI controllers to my outboard gear.

But when I simply wish to play my outboard gear from my controllers without the DAW, I have not been able to route connections in Audio MIDI Setup from one MIDI object to another. All the MIDI objects have I/O connectors on the low edge of the icon and I can't seem to draw connections between them.

If I create a new External device, these have connectors on the top edge and I can make connections between inputs and outputs with the other MIDI objects. But these objects do not seem to function as a MIDI THRU. So I haven't succeeded in creating connections between my MIDI controllers and the outboard gear.

Is there any way within MacOS to route MIDI from my controllers to my outboard gear without using a 3rd-party app?