Summarized:
If a bank doesn't exist, respl. the bank select command is freakish,
it's ignored.
If a "program change" select an existing voice, for what sound bank
ever, the "program change" isn't ignored. The "program change"
will be
selected, even if the bank doesn't exist. If a synth doesn't provide
128 voices, so that even a "program change" from 0 to 127 could fail,
it stays with the current sound and doesn't select the closest
available sound.
That is what I experienced with all averaged and freakish synth since
the 80s when MIDI was invented.