Hey Saturation,  Did you make progress?  I'm new with the Keylab 49 myself, one place to check is that under Options/Preference in the Link MIDI section you choose your keylab for control surface, input, and output.  The other thought is did you choose the Analog Lab 2 under the Plug-ins section?  You can double click it or drag / drop it into session view.  It should then open an Analog lab window within Ableton Live.
Let me know if you already solved it!