MIDI notes suddenly go silent in Retrologue

This is not due to a wrong installation I think.
You have issues with the Midi driver and your Alesis. as I have written before, this can occur from a Midi cc and
your Alesis seems to send Midi cc automatically.
Here is an article with further details to solve Midi issues:
https://www.steinberg.net/en/support/knowledgebase_new/show_details/kb_show/midi-issues-on-windows/