Ok - the screen shots help a bit. I assume the tracks labelled vocals record in the mix down file? Also the keys VST instrument track - that records too?

If this is ok, then the problem is more likely to be a glitch in the way cubase loaded up the Groove Agent instrument. The simplest solution is to create a new Groove Agent instrument, then simply slide the old track down to the new one. This happens sometimes in Cubase (well at least in mine!) It happens usually when I open car files created on previous versions - the VSTi tracks appear but simply don't work - my test is simply that when they don't work - go to their control panel and see if it makes a noise when you hit the on screen pads or keyboard - I bet if you do this groove agent will not play! Create a new instance and away you go - hopefully.