[midi sordino]

When you say your midi tracks are working fine, are they not connected to soft synths on aux tracks? If they are recording and playing back, as you say, then your controller and connections are fine.

Go to 'View' menu then select 'Mix Window' and make sure 'Instruments' is selected. When you've done this you will see the midi output at the top of the Instrument track in the Mix window - make sure you have assigned a midi output to the track.