Hmm.. I don't have an external synth here to test with, but I see you can create an External Instrument Channel Strip, and its Channel Strip Inspector will have a MIDI Output panel that seems to let you enable sending MIDI Program Change & Bank Select messages when you select that MainStage patch. I also see that the MainStage Patch Settings > Attributes panel also seems to have what appears to be separate checkboxes for Program Change & Bank Select. I'm not sure how they relate..
I'm also not entirely sure where to route that MIDI data to a particular MIDI Interface output, but it looks like that might be done at the Concert level -- I see a Concert Settings > Program Changes > MIDI tab that has a Device menu that looks like where you'd set the MIDI port & channel (see screenshot)..
Again, I don't have any external instruments here to test with, so I can't be more definitive..
I've linked the thread to a MainStage course -- video #16 discusses changing patches in MainStage, maybe that'll be of some help..