Have you actually installed Tyrell in the correct plugins directory? The bindings should point to the five Tyrell plugins (first three to Tyrell 1, next 3 to Tyrell 2, and so on). If you have “mising target”, then something may be going wrong loading Tyrell into the song. Can you try if you can manually set the targets of the bindings to the five instances of Tyrell?
What these bindings do is simple send an E-major chord (e-g#-b) in the middle octave to all five Tyrell instances. So you could connect your MIDI input to all five instances and play (and hold) this chord - should give the same result.
Anyone else with these issues?