Thanks. I guess I need that virtual midi port to achieve what I want to do. 

Currently, I control H9 via Softstep (SS). 

SS is sending midi to its host application running on my computer, SS host app sends it to Roland Um-one usb midi device, which is connected to H9.

All works fine. I thought I could eliminate cable connection from my computer to H9 by sending midi over bluetooth. Since Um-one is no longer connected to H9, H9 wouldn’t know where to read from. Data sent to Um-one from SS host app needs to be looped back by something, which would have been the H9 control virtaul midi port. 

Am I right?

Very confusing without a drawing.