C#

• There is one common event for receiving both short and long messages, check out the Console Test app to see examples.
• Short and long messages are both sent via the same method (as an IMidiMessage).
• Combined messages such as 14bit controllers, RPNs etc implement IEnumerable<IMidiMessage>, and can sent by simply calling the Send method overload.
• The raw bytes received are available in e.MidiMessage.ToByteArray() as requested.
• Program changes, controllers etc have the standard names defined in enums - or you can use a numeric value if needed.
• Many classes have static readonly instances of commonly required things or static methods that with the required parameters will create commonly required instances.

• Line 253 and check the value of wMsg it should be 964. This should get hit 9 times - the first time SysEx is received, then once for each of the 8 buffers when midiInReset is called.
  
• Line 276: Does it get hit? I'm suspecting not from what you describe. If not, the call to midiInUnprepareHeader on line 274 may be failing. If so, refactor that line so you can capture the result and let me know what the value is.
  
• Line 288: Does it get hit? If the above succeeded then it's possible that midiInPrepareHeader or midiInAddBuffer are failing on lines 285 and 286. If so, refactor and call the two functions separately and let me know the return result(s).
  

using System;
using System.Runtime.InteropServices;

class Program
{
    private static MidiTest midiTest;

    static void Main(string[] args)
    {
        midiTest = new MidiTest();
        midiTest.Start();
        Console.ReadKey();
        midiTest.Stop();
    } 
}

internal class MidiTest
{
    private delegate void MidiInProc(IntPtr hMidiIn, int wMsg, IntPtr dwInstance, IntPtr dwParam1, IntPtr dwParam2);

    private IntPtr handle;
    private MidiInProc callback;

    public void Start()
    {
        callback = new MidiInProc(Callback);
        midiInOpen(out handle, 0, callback, IntPtr.Zero, 0x00030000); // 0x00030000 = callback is a function (delegate)
        midiInStart(handle);
    }
    public void Stop()
    {
        midiInStop(handle);
        midiInClose(handle);
        handle = IntPtr.Zero;
        callback = null;
    }
    private void Callback(IntPtr hMidiIn, int wMsg, IntPtr dwInstance, IntPtr dwParam1, IntPtr dwParam2)
    {
        switch (wMsg)
        {
            case 0x3C3: // Short message received
                int data = (int)dwParam1;
                int timestamp = (int)dwParam2;
                break;
        }
    }

    [DllImport("Winmm.dll")]
    private static extern int midiInOpen(out IntPtr lphMidiIn, int uDeviceID, MidiInProc dwCallback, IntPtr dwCallbackInstance, int dwFlags);
    [DllImport("Winmm.dll")]
    private static extern int midiInStart(IntPtr hMidiIn);
    [DllImport("Winmm.dll")]
    private static extern int midiInStop(IntPtr hMidiIn);
    [DllImport("Winmm.dll")]
    private static extern int midiInClose(IntPtr hMidiIn);
}

1. The MIDI Input is open (midiInOpen)
2. The MIDI Input is started (midiInStart)
3. There is at least one buffer available
4. The buffer is prepared (midiInPrepareHeader)
5. The buffer has been added (midiInAddBuffer)
6. The buffer has been (re)initialized correctly (dwFlags cleared etc if reusing the buffer)