If I understand what you're doing, the FH-2 is redundant in this case - you're going from MIDI back to CV when you could just be taking the CV right out of the KSP into the modular. Your setup SHOULD work, I guess, but it adds another step to go wrong. Have you tried plugging Pitch/Gate from, say, Track 1 directly into euro? What euro gear do you have? Unless you have a full synth voice all-in-one, you need more than just a VCO. I mean the VCO alone WILL make noise, but you'll probably at the very least also want a VCA, and more preferably an envelope generator. And a VCF. I don't mean to talk down to you if you know all this already - just coming in rather blind.