Okay, easy as, if you are looking to use the BSP note sequencers for the two synths and the drum sequencer for your Volca Drum, with the other Volcas running on their internal sequencers.
The way I'm looking at it all is you run MIDI out of the BSP to the Alesis Micron IN, then the Micron's THRU to the microKorg IN and its THRU onto the Volca Drum's MIDI in. Then from there you can use the Volca Sync In/Out's to keep them in sync with the BSP.
I am not familiar with your MIDI interfaces, but I don't see a need for any sort of splitting or merging of the MIDI signal to run your gear, unless you want to run the Volca Keys, Bass and FM on the BSP. But from my point of view, since the BSP has monophonic note sequencers, the Bass is the only instrument that won't be under-performing if sequenced by the BSP.
(Some house keeping info on running MIDI, if you are well versed in this just skip)
You will need to set the two big synths to the same MIDI channel as the two SEQ tracks on the BSP and also the Volca Drum to the same as the DRUM track. Also with the Volca Drum, remember to set it to receive MIDI Short Messages and if you don't want its sequencer to start running when you hit play, set the sync to internal (not AUTO).