Hi, gilmartins,
"Wine does not support JACK midi, it needs to use ALSA directly for midi support. You need to use winecfg to configure Wine to use ALSA and nothing else for sound and midi support. Note that WineASIO has nothing at all to do with this setting nor with midi support, as it accesses JACK directly independently of this setting".
So check Menu -> Multimedia -> Reaper Options -> Advanced -> wineCfg -> audio to be sure you have only ALSA checked.
Also connect your interface before booting.