If you're asking about creating splits that include MainStage instruments, then I gather you've got the P-105 connected to a Mac?
I'm not familiar with all of the P-105's capabilities and limitations, but I don't think it can do what you describe. However, if the P-105 is connected to a computer then you can do complex splits and layers via software. I'm not familiar with MainStage, so I don't know whether MainStage can do that by itself, but certainly other software can. I'll describe how I do it with my Yamaha keyboards and my DAWs.
(1) If you're going to be using the P-105 (or in my case, the PSR-EW400) as a keyboard controller, the first step is to turn off its Local Control so the instrument doesn't make any sound when you play on its keyboard. Instead, the P-105 will make sounds when it receives MIDI from your computer. Page 23 of the P-105 Owner's Manual shows that Local Control is turned on and off with the D6 key; page 2 of the P-105 MIDI Reference has a section about how to turn Local Control on and off. But page 4 of the P-105 MIDI Reference shows that the Local Control message can be received, so you should also be able to turn Local Control on and off remotely by having a computer program send a Local Control On or Local Control Off message to the P-105 as desired, to switch between playing the P-105 "all by itself" (Local Control On) and using the P-105 as a keyboard controller to play virtual instruments and sound modules (Local Control Off).
(2) If you're going to use the P-105 as a keyboard controller and let your computer software handle all of the splits, layers, and other types of zones, then I find it best to have the keyboard controller transmit on only one channel-- that is, you'll want to turn off the P-105's DUAL, SPLIT, and DUO modes such that the entire width of the keyboard generates Note events for the same channel; on my PSR-E models, this would be channel 1 ("Main Voice").
(3) You'll need computer software that can filter the incoming MIDI events on the basis of various criteria, such as channel number, Note number, Note velocity, and so forth. Most commercial DAWs have a feature that can do this sort of thing, but you might need to hunt for it; sometimes there's an icon for it among each MIDI track's controls, sometimes it's added to the MIDI track similar to the way you add an audio effect such as reverb or chorus (except in this case it's a "MIDI effect"), and so on. For creating splits, layers, and other types of zones, you'll be filtering the Note events based on their Note values.
(4) The details of the next step will vary depending on your software. For instance, with the Acoustica Mixcraft DAW I can use a single MIDI track to create numerous splits, layers, and other zones that go to virtual instruments and/or back to my PSR-EW400; but with most of my other DAWs I must set up a separate MIDI track for each virtual instrument or external sound module channel that I want to use. I'll just assume that you'll need to use a separate MIDI track for each sound, since that's the most common situation, but the specifics will still be dependent on the software you're using.
(5) Add a MIDI track for the first zone you want to create. Make sure the track is getting its MIDI input from your P-105, and that it's set to the correct channel. Note that most DAWs will set a MIDI track's input to "All MIDI sources" and "All MIDI channels" by default, but that could create a lot of confusion if you're using multiple MIDI devices or if any of them are transmitting on multiple channels, so it's best to set the MIDI track to listen only to a specific device (in your case, the P-105, which will likely be listed as "Digital Piano-1" or something similar) and only to a specific channel (which will likely be channel 1).
(6) On the MIDI track you've just added, add or enable the MIDI effects or MIDI filter, then set up the filter as desired so that only the specific Note events you're interested in for this particular zone will be allowed through the filter. To create e a zone, you'll need to specify the lowest Note number that you want to allow through, as well as the highest Note number. The MIDI filter should also let you transpose each Note event by a specific number of semitones before it gets transmitted by the track, such that you can shift the original Note numbers up or down by one or more octaves if need be, or shift them up or down a fifth, a major third, or some other interval.
(7) Set the MIDI track to send its output to the virtual instrument or external sound module that you want to use for this particular zone. Be sure to specify the MIDI channel for the output if necessary. For instance, if you want to send the output back to the P-105, you can send it back on channel 1, since the P-105's MIDI IN and MIDI OUT channels are independent of each other (that is, the P-105 should not automatically echo MIDI IN Channel 1 to MIDI OUT Channel 1, leading to an infinite loopback situation, as might happen with some MIDI devices). If you want to send this particular zone to a virtual instrument, you may or may not need to set the channel number for the MIDI track's outgoing messages.
(8) Repeat steps (5) through (7) as needed for each additional zone you want to create. If your keyboard controller is set to transmit on a single channel, each MIDI track you add will be set to use the same MIDI input device and MIDI input channel. If you've got your keyboard controller set up to transmit on multiple channels for different splits, layers, and other zones, then you can set the MIDI track's input to whichever incoming channel number you want to use for the next zone. (I just find it simplest to transmit on only one channel and do all of the splitting and layering in the DAW.) The MIDI filter for each track will be set to whatever low Note and high Note values you want the given zone to use for its input, and then you can transpose that range of incoming Note numbers as needed to get the desired outgoing Note numbers for that zone. If you're sending the zone to the P-105 and you've already set up other tracks to go to the P-105, be sure to set the outgoing MIDI channel to one that hasn't been used yet-- unless you want this zone to use the same voice settings as one of the other zones, in which case you can set both zones to the same MIDI OUT channel.
(9) If you want to create a layer, set the track's incoming low Note and high Note range to the same values you used on the track you're going to layer the new track with. You can layer two P-105 voices together, or two virtual instruments, or one of the P-105's voices with a virtual instrument.
I don't know whether MainStage can do all of that, or whether you'll need to use additional software.
