midi THRU is midi THRU, and it works as it should: as midi THRU !
To clarify this for the semi-MIDI-literates: according to the MIDI specification, a MIDI Thru port is supposed to forward exactly the data that is received at MIDI In, without adding or modifying anything. In this sense, the Kemper MIDI Thru mode is actually 'perfect' - it conforms 100% with the MIDI specification.
Anything beyond purely forwarding the input is not strictly MIDI Thru - if you want to merge MIDI input to Kemper output, that would be a "merged output" function. Whilst this is certainly something that could be wished for (hint: feature request), it strictly not a deficit of the MIDI Thru function.
To stop nitpicking terminology: I would support a feature request for a MERGE mode for the outputs that merges MIDI input and Kemper output. This is what you would need for the Strymon scenario above: send control messages to it from the Kemper and use the editor from the PC at the same time. Currently, you have to use THRU (for the editor) or OUT for control via the Kemper.
The picture above (by kpahuitsing ) should work with Thru.
(Of course, the THRU port can't be set as a MIDI device output (System menu) if you want to use it as THRU)
Cheers,
Torsten