I am constantly using Midi effects and tricks in my own workflow. I look for plug-ins that output midi data (Audio Damage Axon for example). The video above from The Ableton Cookbook shows you how to record the Arpeggiator’s notes while manipulating the device.
“The traditional signal chain in Ableton goes from the MIDI clip to a MIDI effect and then into an Instrument or Instrument Rack, where the MIDI information is interpreted and output as audio. This means that, if you press record on a MIDI Clip that has an effect on it, you’ll get a recording not of the effected MIDI signal, but of the unaffected MIDI signal. If you want to capture these affected MIDI events, you are going to have to do some MIDI routing. In this video, I show you how this is done!” – theabletoncookbook.com
For more info: theabletoncookbook.com