Cannot receive MIDI events thru Connector in Ableton Live

In order to receive MIDI events via connector in Ableton Live, you have setup Live to route events from the output of the plug-in:
1. Make sure you are using the VST version of the plug-in (VST3 or AU MIDI out is probably not supported by Live yet)
2. Follow Live's MIDI routing tutorial: https://help.ableton.com/hc/en-us/articles/209070189-Accessing-the-MIDI-output-of-a-VST-plug-in (Just replace the first "MIDI track" by "Audio track"). It should work exactly the same way.