Attached is a document I wrote back in 2017 so some of it's a bit old now but mostly still valid. 
No need to use Audacity, jump straight to the Alternate Method using the Polyphonic Transcription method.
Seeing as you've already done that, go to page 3 and setup the piano effect as described. One of the tricks is to ensure you have at least 4 colours selected as shown in the doc.
Thanks Ozaz.....that's exactly what I needed!

I was missing the part about "select: Notes Source-- Polyphonic Transcription"...
I had tried creating a timing tract as a polyphonic transcription when I added the timing track instead of using the import notes and selecting the polyphonic transcription dropdown....DUH on me....

Also it never occurred to me that I needed at least 4 colours......Double DUH on me......

Thanks for responding and helping me with the 'tricks'....It's easy once you know what you're trying to do!
