Reaper has a function called ReaRoute that lets you treat Reaper as an ASIO device. I have my GP4 set to use ReaRoute ASIO as its output device, then in Reaper I have a track that has Rearoute 1 & 2 mapped as input to a stereo track. You could use this to do pretty easy multitrack recording too, sending each instrument / rackspace to a different Rearoute output and recording them into their own respective tracks in Reaper… Rearoute makes 16 inputs by default and it might let you make more.
Other DAWs may also have this ability. Reaper is free to try.