MIDI issues with LOGIC PRO X and KORG synthesizer

The problem : I have three failed choices. My synthesizer is connected to Logic. I can only hear what I record in the speakers of my synthesizer.

1 - Make a audio track. Record my melody into logic from the synthesizer. Playback (on mac) a poor quality recording. THE PROS: This track is savable and I can move it around in the tracks.

2- Make a software instrument track. Choose (in my inspector) the external plugin as KORG CHROME. I record - and bam! My playback ONLY plays through the speakers connected to my synthesizer. NOTHING in my mac's speakers plays any sound. I can't SAVE or BOUNCE this track. Nothing shows up but a lonely metronome. Additionally, if I was playing a Grand piano and switch to drums (making a new software instrument track below the original Grand Piano) Logic chooses to play only Drums or Piano.

3- MAke a External Midi track. I choose my synthesizer. I get the same results as option 2.

PLEASE help. I've been at this for four days

I have LOGIC PRO X 10.1

I have a mac Yosemite.