How can I send Program Change from MainStage 3 to Nord Stage 2?

Left/right out cables from the Nord Drum 2? Yes, you need to connect them. MIDI only handles MIDI data, not audio. If you use the Focusrite as a mixer, connect left/right out of the Nord Drum to line inputs. If you create an external instrument channel strip you can assign a program change and bank number to select the desired Nord Drum sounds when select the MainStage patch. In edit mode>channel strips, right hand upper corner select the cog wheel>create external instrument channel strip.Choose your device the MIDI output box in the channel strip. Then in the channel strip inspector select your MIDI input keyboard, or MIDI device. In the MIDI output tab, select the desired program and bank numbers.