Currently, modules can only receive and transmit a subset of the defined MIDI messages, so it seem it's not possible to code a MIDI thru object that forwards all received MIDI data.
It would be nice if there was a firmware function to maintain MIDI thru streams, or if it was made possible to receive and transmit all types of MIDI messages from within an object. My specific need is to merge incoming MIDI with Axo generated MIDI (all message types, incl. sysex) and transmit it through the MIDI out.