For the bank editors to work, make sure Memory Protect for both Program and Pattern is set to Off. This can be done by going to the Global menu on the Prophecy, and paging over to the GLB-20 page.
Prophecy voice banks are sent as one very large sysex message. So note: when you fetch a bank, you will see the progress bar sit at “0 bytes received” for up to 10 seconds or so before it fills up.
Please make sure that your Prophecy does not have “Pattern Define” mode active when editing the Arpeggiator patterns. The Prophecy will not respond to a request to change Arpeggiator patterns when in this mode, which can cause unexpected behavior during editing.