Question about TIE Studio MIDI 1i1o

This adapter is "MIDI to host" and cannot be used directly for the scenario described. (Both the keyboard and the adapter are "devices" and the "host" is missing).

There are special adapters that have the desired functionality. These usually have a USB Type A socket.

Otherwise, you could also connect both devices to a computer (or an iOS device) and then link the MIDI signal via software.

unfortunately i can't give you any details. i use this adapter to connect my ipad to the e-piano. so i can send midi to my ipad and vice versa. and it feels latency-free.
unfortunately i can't say whether it works with your keyboard.