You may wish to choose Record: Output Stereo (or whatever) in Reaper so you are recording audio to each track. Now each RMX Multi or Kit is playing on it's own track in Reaper. Choose Multi or Kit and then go to the 'Untitled' drop down box, (top, center)and choose a Multi or Kit to load from the list. In RMX 'mixer' screen you can load either, Multi or Kit, (which are located top, left, center). Now all the channels will be playing to different tracks. Go to each individual one and choose a different output. In the RMX 'mixer' menu, you'll see channels 1-8 and, to the far left, little drop down boxes with 'out A', in them. In RMX, there are a couple of variations when using multi-outs. Reaper automatically builds the out put channels. In Reaper, as with any multi-out VST, load up your VST, and when the FX screen pops up, choose 'Option' and drop down to 'build multi-channel routing for output of selected FX'. Here is some info (in no certain order)to help you on your quest.
It's not hard, it's just there are so many variables and I can only wonder which of them your trying to decipher.
Stylus RMX is so deep that it takes a bit of writing to explain how things work.