The reason you can't use your GT-10 as a MIDI interface, is because it's not a MIDI interface.
It's a guitar processor. The picture link was a very good way of showing your problem (a pictures tells a 1000 words and all that).
The MIDI in can receive MIDI data, but only understands certain types, it will then act upon it.
Mainly controller data, and program change (to switch the GT-10's patches remotely).
Likewise it can transmit that type of data that the GT-10 generates to another MIDI device.
The USB connection does this, direct to the computer. Audio signals that would normally appear at the GT-10's out can be sent direct to the computer too using the same USB connection.
The GT-10 does not generate, or receive MIDI note data.
If you wanted your guitar to play your keyboard via the GT-10, it wouldn't. You would need a guitar-to-MIDI converter like the GI-20.
This too has a USB connection, and like the GT-10, the information the GI-20 generates can be sent direct to a computer. So the GK3 pickup (the special pickup required for note detection) picks up the information, the GI-20 processes it into MIDI note data, this then can be sent out to a MIDI tone module, or synth to be played, or sent to USB to recorded into a sequencer running on the computer.
Again, plugging a keyboard into the MIDI in of the GI-20, and expecting it to send that down the USB cable will not work. The GI-20 doesn't receive not data, and it's a guitar-to-MIDI interface, not a MIDI interface.
Sad to say the only way you are going to get your Yammy MIDI keys chatting nicely with the computer is with a MIDI interface.
If you want to record external audio into your computer, you will need an audio interface, but you might get by using the computers soundcard audio input.
MIDI data will require an interface. However, some audio interfaces tend to include a simple MIDI in / out too, so you could connect the Yammy to that.
You can't use the USB midi and the GT-10 midi ports at the same time. The GT-10 USB/midi is not a general midi device adapter, it's function is only to communication direct to the GT-10.
With the USB plugged in, the 5 pin midi ports are disabled.
To achieve what you want, you need an extra USB/Midi device adapter.
