I have my MIDI out to my Midi man port A with a baud rate of 115200. Is this suppose to be 9600?
No it is what ever you set it to in the sketch must be set in Hairless.
At the moment it is set to:-
Serial.begin(31250);
31250 Baud.
The two speeds must match so make it 115200 Baud, not 31250 Baud.