HI...
I've been researching exactly what you're trying to do. I play musical theatre too but also play in a wedding/corp band and use two keyboards. I use a Korg Triton Studio and and older Korg M1. Don't know what you have but I've noticed nearly all keyboards have two sections (or 'modes') in them. Korg calls them Combi and Prog, Rolands equivalent is Live/Single, Yamahas is Performance/Voice, etc. Basically all the same Korgs Prog, Rolands Single, and Yamahas Voice are individual voice patches whereas Combi/Performance/Live are multi-voice patches.
I'm also a church organist and one thing I wish all the keyboard manufactures would consider putting on their gear is a series of buttons under (or even above) the keys that you can pre-set what songs you want as easily as it can be done on a church organ. But...for now that doesn't exist. In the band I perform in, the biggest issue I have is changing patches between songs and during songs....but mostly between songs. I setup two patches on the Triton and two on the M1. (one each in Combi and Prog modes) so while I'm performing a song I can simply swap between the patches in Combi or Prog by simply pushing the Combi or Prog button. The problem is....setting up the patches for each song. It takes me a minimum of 20 seconds to manually setup the 4 patches I want to use. It takes even longer if I make a mistake. 20 seconds or more is an eternity when you have to perform song after song non-stop.
I had to find a better way. I thought to myself...if I could issue the patch change commands via MIDI that would significantly cut down the time and eliminate the possibility of making any mistakes.
To make a long story short, I've been able to do this using two software applications on an computer (laptop specifically). Now I can set all 4 patches on two keyboards in 4 seconds or less.
I was on the Midiworld forum where I received assistance in formatting all the MIDI commands necessary to accomplish this. And just recenty one user informed me of the MIDI PATCH CHANGER device by Genovation that was mentioned in the previous post in this forum.
I checked out this device and what I like about it is that it is small and very portabale. Much easier to bring along on a gig than a laptop. It looks like it can do what your looking for. However in my situation, I need to change patches that are in both Combi and Prog modes and there is no standard MIDI control command to switch the keyboards into those modes (only one mode is active at a time). The mode switch has to be done with a SYSEX command just prior to issuing the patch change command which the device from Genovation does not yet support. I recently described what I need to happen to the developers of this product and they are looking to see what effort on their part is required to add the ability to issue a SYSEX command first. If they can put that function in their device, I will buy it immediately just so I don't have to bring a laptop along but in the meantime the solution I came up with works great.
If you're interested in it, let me know and I'll send you more details. I'm also documenting everything I've done and will post it in several synthesizer forums as well as the Midiworld forum and possibily here as well in case other users want to do this.
I haven't actually tried this using Roland or Yamaha or other manufacturers gear but I suspect it would work and the midi commands and sysex commands are pretty much the same.
Ed