Disklavier

I have a Mark 111.
 
Recently, I tried my hand at an arrangement where I did horns and strings  
in Finale, saved as a mid file,  then wanted to add piano on channels 1 and  
2. Or even just 1.
 
I did it a few times and each time, the pedal data did not record. I tested 
 doing just piano, and it worked fine.
 
I read about the different ways of recording the R-L hand where channel 3  
could hold the pedal, but I believe it said it could also be on channel 1.
 
For the life of me I could not get it to work....
 
Has anyone any experience with this?
 
BTW, I tried saving the mid. files both ways, I believe lit was type 0 or  
1, and only one seemed to work in the piano, can't remember which it was, 
but I  believe with all tracks combined into one track.  

Blessings,  

Wanda
 
p.s. as an side here, Finale 10 has beautiful orchestral horns and strings. 
 When they played ont he disklavier they osoudn=ed awful and I had to redo  
everything to strings to be even remotely workable. The horns especially 
were  very cheesy sounding in my arrangement.
 
Is the way around this linking up a sampler? Or are there better  sounds 
hidden somewhere there in the box?