I have a Casio CTK-2500 (non midi, non USB keyboard) connected to GarageBand through audio out and a Behringer UM2 interface.
I can record a track, but I have to listen in direct monitoring while playing or there is no sound on the headphones.
If I then go to piano lesson, I get the "There is no instrument attached to GarageBand" message.
I just updated to 10.3.1, everything else works fine, including my electric guitar.
Can I fix this or is it the nature of the keyboard I am using?