In Midi Out Channel change in CH 01 from Ply. Tr.01 to Upper 1.

Now we move to Filters options.

I suggest filter out System Exclusive in both, especially on midi in.

In Advanced Style creating you maybe want to filter more, but in this tutorial leave only System Exclusive filter on.

Now you can exit Global Setup.

4. Testing Connection.

On KORG PA open Record New Style.

In Fl studio select CH 16 Acc 5, on Channel Setting Sampler using mouse clicking on any note on virtual keyboard.

If everything is correct, you can see while you testing bar active on selected track and on KORG screen green status light active.

If your Korg Speaker is on you should hear sound. Do test on each track, make sure all is configured correctly