The way I work with MIDI is that I set one device to have its MIDI clock set to 'external' (usually the hardware box or synth) and then use the other device (software) to drive the MIDI timecode.
In the system setup on the SR-16 for MIDI you should be able to set it to be internal (default) or external.
Set it to external, hit 'play' and it shouldn't do anything until it receives a 'pulse' from your software and the software MIDI pulse should keep things in time for you.
I went to Setup > Peripherals > Machine control, and checked MIDI Machine Control (Master), and selected the SR-16.
Just going back over your email, the way you have set this up seems like you're using the SR-16 to drive the tempo. Is that right?
In this event you'll need to do things in reverse where the SR-16 MIDI clock is set to internal, and the software MIDI clock is set to external (which I think you've done) and when you hit 'record' in protools it should stand by until you hit play on the SR-16.
Forget MIDI thru at the moment in the SR-16. It is for connecting other MIDI devices in series through the box.
 Oh, and use MIDI TIME CODE (MTC) or MIDI clock instead of midi machine control - I don't really know what MMC is used for, but straight midi time code synch between MIDI devices should work
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