Hi rod,
you can definitely achieve what you want (that is : playing reason's instruments from your BSP and have BSP as master midi clock in Reason, if I understand).
TO TRIGGER NOTES FROM BSP SEQUENCERS :
1) I suggest you lock BSP to the first line (see 'Transport' in my first attachment) in the sequencer. Right-click on that line and 'Lock Arturia BeatStep Pro on this device'
2) At the top of the Rack Section, in HARDWARE INTERFACE, activate the ADVANCED MIDI (see top of my second attachment)
3) You now just have to route the MIDI channels you chose for your the 3 sequencers of your BSP to the Synth/device of your choice in your reason project (the Kong input in the examples of the third attachment). Press the triangle button next to channel number.
-> Thanks to this, each of the sequencer of BSP can play one synth/device in Reason !!
NOTE : you d'ont need step 1 (lock control surface) but the 3 sequencers will then all send notes to the current synth you selected. Probably not what you will want when the 3 are playing (might leads to creativity though).
NOTE 2 : unfortunately, when you will need to record what you created, you won't be able to record the 3 sequencers at a time : you will have to mute 2 sequencers, unlock the surface of the transport line, lock (or at least assign) BSP to the one instrument you want to record the sequence. Then do the same for the two others SEQ. (maybe I'm wrong on this particular point -recording the 3 seq at once-. I would love so if anyone here has a solution)
TO HAVE BSP CLOCK MASTER REASON
1) your settings seem good but you need to add Beatstep Pro also set as an input for midi clock in the Synchro tab of the Preference Pane of Reason (see attachment 4)
2) AND in the main menu, OPTIONS > SYNCHRO > check MIDI CLOCK instead of INTERNAL (attachment 5)
3) that's it! Transport buttons of BSP control Reason (and a truly annoying message will occur anytime, you will try to use Reason's Transport buttons when you're in this mode ^^ say you're happy)
(4: BSP Sync mode on top left corner should be 'INT')
TO HAVE REASON CLOCK MASTER BSP
1) same settings as you have in your screenshot for the clock
2) BSP Sync mode on top left corner should be 'USB'
3) In Reason's main menu, OPTIONS > SYNCHRO > check INTERNAL and also check SEND MIDI CLOCK (visible in french at the bottom of attachment 5)
Fiuh!
I hope that covers your needs cause it was quite long to write and screenshoot