After testing with Ableton and Logic on our end, I have not been able to record MIDI data while using Maschine and it's plugin. This is because when you use Maschine and it's plugin it is essentially acting as a control surface for that plugin and does not send standard MIDI note information.
If you consult the manual you can switch the hardware to work as a standard MIDI controller but I'm not sure if then you will be able to control the plugin with it.
If you want to loop the output of Maschine, I would suggest routing the output of your Instrument track to to an Audio track. Then you can loop its audio.