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How can I freeze in DP a MIDI track recorded from an external Keyboard?

Freezing applies to audio, not MIDI. If you are talking about MIDI from the keyboard playing sounds on a IV in DP, freezing works the same way as it would with any MIDI/VI combination. If you are talking about a sound generated by your keyboard, you have to route its output back into DP via your audio interface, and record it like any other audio source.