I have not used that script (as I'm a bit wary of downloads) but I did exactly the same as you described, with 3 MIDI clips.
On reloading into a new project tab in Reaper the MIDI channels were retained (also retained in other hosts).
Perhaps your could attach a small problem project so that we can see what's (not) happening?
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DarkStar ... interesting, if true. . . . Inspired by ...
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