if you have a PC I would download and install MidiOX.
I would load the PC USB drivers.
Change to mode U3 - (EDIT + STORE then twist top left encoder - finish EXIT)
Connect Midi Out to In and In to Out between the JX and the BCR
In MidiOx View/Midi Port Routings and View/Input Monitor.
Options / Midi Devices -
you will see BCR2000 Port 1 and Port 2 for the input and Port 1,2 and 3 for the output.
Input Port 1 is what controls on the BCR are putting out
Input Port 2 is what ever is coming in the Midi socket on the back of the BCR
Outputs Port 1 you send Midi to this port for just the BCR to listen to (eg Sysex to program it or CC to sync the values)
Outputs Port 2 is sent to the Midi Out A on the back of the BCR
Outputs Port 3 is sent to the Midi Out B
Playing the JX note data should appear in MidiOx and changing a parameter should send sysex (I'm guessing here)
Twisting an encoder on the BCR should send data to MidiOx
On the Midi Port Routing window left click drag from ...
BCR In Port 1 to BCR Out Port 2 on the right of the window. This connects encoder data to the JX in
Connect BCR In Port 2 to BCR Out Port 1. This connects the JX to the BCR for Learning.
So now it is connected as you had it before except the is a PC in the middle so you can see the data.
Notice when you are in Edit Parameter on the JX and in Learn mode on the BCR, the BCR will sometimes show "bad" but keep sweeping the JX edit control through its whole range and it should turn to "GOOD"
All the best
Royce