If you're using an interface, does it have MIDI (5-pin) ports? I'm pretty sure your stage piano has them, you could get an old-school MIDI cable and try it that way. (midi out from piano to midi in on interface)
have you considered an animal sacrifice?
Does the Roland need drivers? If so, have you checked if they are in fact compatible with Lion? I think they might not be, in which case you'll have to either revert to Snow Leopard or wait until Roland releases Lion compatible drivers.
"No in" ONLY means that at that very moment no midi messages are being received from the keyboard. Does it say anything when you fiddle your keys or modwheel or pitchbender?