Not really my field of expertise as I don't have any Roland devices, but have you perhaps stubmbled upon LGR's MIDI Mountain videos or Tech Tangents's 486 build video? They both have a "multi-device" solution and you could pick up a tip or two from them.

Roland put out a lot of audio production equipment back in the day that will let you do what you want. You can likely get one of their older units from the music resale sites or eBay or whatever.

Consider a MIDI interface, plus a small mixer with enough inputs to handle all your devices. That will give you ultimate flexibility to use, mix and tweak everything to your heart's content.

Daisy chaining (using some combination of the MIDI IN/OUT/THRU ports to pass a single MIDI signal along a chain) can be a slight inconvenience, because it requires powering on all MIDI devices just to use one : each device depends upon the operation of all prior devices in the chain. That may suit you; it may not.

A MIDI interface (for example "1-in, 4-out") will allow you to connect the MIDI devices in parallel instead, so that each can be powered up individually as you wish, and each will receive the clean MIDI signal directly.

Example of MIDI interface (I am not endorsing this specific model, it is just a first-Googled example, but it should be fine) :
https://www.sweetwater.com/store/detail/MIDIt … idi-through-box

Example of mixers :
The entire range of musician/recording mixers, from more budget conscious brands like Behringer, up to more expensive stuff from better-known names like Yamaha and Roland, Mackie and Alesis, and many others. Almost all the name-brand stuff (but still DYOR!) will be operating at a fidelity superior to other items in the typical retro PC's audio chain, so (imo) there is no great need to go high-end for this sort of usage, but that depends upon your tastes and budget.