Poly chain 2 Neutrons

I am hoping to poly chain two neutrons.    https://musictribecommunity.powerappsportals.com/en-us/knowledgebase/article/KA-01071

The page above was of limited help, and the description of settings was not well written: 

1.    In order to turn Poly Chain mode on, hold down the ‘PARA’ (I guess they mean the 'PARAPHONIC' ) button. The LED will flash once in mono mode, or twice in duo mode. All Neutrons except for the last in the chain need to be in Poly Chain mode for this to work.

This did not explain how to turn on Poly Chain mode. I assumed they meant I needed to have it flashing twice, so that's how I set it  (is "duo mode" the same as "Poly Chain" mode??).

I have both units set to MIDI channel one. I have a MIDI connector from controller to unit 1 MIDI in. MIDI is received on unit 1 (light flashes- audio is generated). I have a MIDI connector from unit 1 MIDI thru to MIDI in on unit 2.  No MIDI received on unit 2, no audio generated. I have tried both standard and usb MIDI in ports on unit 1.

Any ideas on what I've got wrong?