I seem to have mixed results when polychaining the desktop to the PEK and trying to sync up sequences so that its exactly same on both. I'm using the ST editor to control the PEK, and subsequently the desktop. I'm not sure the sequencer portion of the editor really took the sequencer function going out as polychain into account so much.
Its all doable, but it can get somewhat confusing after a bit. As you said, I've seen carryover of voice 5 to PEK voice 1. Then, note step value amounts start to get mixed up. Hitting last global options (I think its SS) sends the program to the polychained unit, but like you said, the start and stop doesn't seem to work just right. Sometimes I manage to get a sequence with both units engaged just as I wanted, but when you go the save single program it does not seem to carry all the detail over when you go back to reload that patch. The polychained desktop therefore need to get re-set up with a bit of fiddling around.