if memory serves me right, the AD2 grooves are hidden in a proprietary format, so you cannot access them like you can with Toontrack’s MIDI files in the Explorer/Finder.
I have successfully linked the External MIDI folder with Demo MIDI files and linked a folder I created myself where I dragged MIDI out from AD2 to this folder (they get a generic name though so you have to rename them to something adequate yourself). When linked, you can set the mapping to XLN > AD2 in the SD3 Groove Browser.
