Hmmm, I run PC so am not sure if you can warp this to cover Mac....BUT:
You SHOULD not be forced to using the ALL setting. On my rig, I have 3 midi devices connected and configured under this menu
in Pro Tools)Setup>Midi>Midi Studio.
In this menu, I created 3 "instruments". First is a Yamaha Motif es8 on all midi channels and its INPUT and OUTPUT paths are MOTU Fastlane USB 2. Next is an Ensoniq keyboard(only on Midi channel 1) with IO set for MOTU Fastlane USB 1(the MOTU box is a 2x2 Midi>USB interface). Third is a Komplete Kontrol S49 and the input is Komplete Kontrol S49 USB[Emuated]. With this setup, when I create instrument tracks, I can set for any of the 3 midi controllers, or even have 3 tracks working with 1 controller per track(example; Piano track with MiniGrand played from the Motif. Organ track with DB-33 and played from the Ensoniq. And Kontact played from the S49. Hopefully, you can use this example as a guide to configuring your stuff.
Last detail; if one of your midi controllers is NOT for playing instruments(like a HUI box instead of a keyboard or electronic drums), then that device would NOT be configured as above. Instead, it would probably be configured under the Peripherals menu, or the Midi>Input Devices menu. It might also be worth a search on youtube for "how to configure midi devices in Pro Tools"(without the quotes). It can be very non-obvious how to handle midi, but it PROBABLY can be made to work