Prior to the latest update, I had set up all my tracks to properly send program/bank changes to my hardware synths. Since the unit did not initially send Sbank messages correctly, I would use a workaround to access the different midi Banks on my Alesis Micron by sending a midi message with CC32 followed by the standard patch change message. After updating, they changed the way Program Change messages were sent out and this this little trick does not seem to work anymore. But to add to my woes, the new Sbank/Bank setup on the Digitone does not seem to change banks on my hardware anymore. So several of my live tracks using the Digitone to recall patches are loading up patches from the wrong banks. I was wondering if anyone else had run into this or managed to figure out a way to fix it 
With Sub banks on the Micron, do you mean categories?
Not exactly the actual sound categories, but the Midi banks that all the presets are stored in. This is also happening with my Roland SE-02 as well, where there are 5 Banks of 128 presets. The Bank/Sbnk knob changes on the DN just do not seem to send through to the SE02 or the Micron, but the Program change knob (PROG) sends over just fine. So I am stuck only being able to scroll through the 128 presets/patches in Bank 1 of my hardware synths, and thus broken several of my live tracks pretty badly heh.
I don’t have a Digitone, but I will try to help.
Are you p-locking the BNK, SBNK, and PROG values on the same step in the MIDI sequencer track?
What values are you using for each?
As far as I know, the SE-02 only uses CC 0 with values 0 to 4. What values are you sending? What happens if you set SBNK to ‘Off’ on the DN?
I had never experienced any issues with Program changes on the SE-02 until after I updated yesterday, though I did see they changed how Program change was sent out with the DN. I typically would just have to set the Bank to 1-4 (or 5 with the new firmware they released for se02) and then Prog to 1-128 and I would get my desired patch.
The Micron required a little bit of extra funkiness, sending a CC32 message set to the Bank I wanted (1-8 or so [And I usually just did this by setting one of the DN’s knobs to the value itself, rather than placing it on a step; although p-locking the bank/prog/CC to a step worked just fine as well]) and then the Prog set to 1-128
As of right now, it doesn’t matter whether I turn the Sbank knob on or off, whether the Bank knob is on or off, and does not seem to register that I am even changing either of those knobs. If I manually set the SE-02 to banks 2-5, any program change sent from the Digitone seems to automatically force it to jump back into Bank 1 even if both the Bank and Sbank knobs are turned off completely. I can actually see the SE-02 Bank 1 button light up if I turn the Prog knob, which makes it feel like it is shooting out a Bank Change message WITH the Prog knob
Do you have a MIDI monitor to look at the actual messages coming from the DN?
Actually, turns out I do have one sitting here I can check! This is what I get by turning just the Prog knob, with both the Bank and Sbnk knobs turned off completely, so it sends the entire program change message, it just doesn’t seem to care what I set Bank/Sbank to: 
Interestingly, it seems to work if I set up the change with a P-Lock, but doesn’t send the messages out with the knob turns like it did before. The Micron needs Bank set to 1, then Sbank changes the actual ‘bank’ now. And on the SE-02, you just have to P-Lock the Bank and Prog knobs on the same step to send the working program change now… Little bit frustrating, since technically I got it working, but I’ll have to go through each of my tracks and set up P-Locked program changes instead 
It seemed to work better before since I could just switch between patterns and all my Program changes would happen as the pattern changed. Or at least allowed you to scroll through and preview Patches/Programs in real-time instead of having to set up a P-Lock just to change the Bank. Any time you turn the Prog knob or play any notes by hand, it just immediately jumps back into Bank 1. Also with the program change P-Locked, the Patch/Program is reset each time the Step is triggered
If that’s the case, it sounds like either a buggy implementation or an eccentric design choice. I hope you will submit a support ticket on Elektron’s website so that they tell you what’s going on.
It is broken, both MSB and LSB send zero regardless of the control values, and even when you have them disabled they still send zero with every program change. So now p-locking CCs won’t work anymore and the new implementation is broken. Frustrating but a least they are there now and will get sorted out (I hope). At the moment you can only use the 1st bank of any device…
When they are foxed and sent the correct values, they should not send any values when disabled for backward compatibility for those us who have been p-locking the LSB manually.
I had the same problem and I was blaming my SE-02 because I had just updated it. But after reading this I switched it to my Digitakt instead and now I can switch presets while playing a sequence without a problem. I’ll do some more test on the Digitone but it looks like the new update messed with the midi settings. I had a few things programmed through the DN that I now need to copy over to the DT. So frustrating. I’ll file a ticket this weekend.
Not working with the Nord Lead 4 as well. Just for the records.
Program Change messages with 1.20 not working correctly with Moog Subsequent 37, Roland System-8 or Roland TR-8S either.
Can confirm that the latest firmware update (1.21) fixed this issue completely and all program/bank changes are working flawlessly!
That’s great news, will be updating tomorrow to have a play, thanks for confirming!