The very unfortunate answer and one that I learned the hard way this past summer is... the KSP cannot be used in this fashion. The KSP is touted as seamlessly integrating hardware and software, but this is very misleading, as you have noticed yourself, this only works with things connected directly to the sequencer tracks. The KSP does not support midi pass through to any devices, not connected to the sequencer tracks, so out of 16 possible midi tracks, you can only use 4-5 at a time. Things have gotten a tiny bit better, since we can now change midi out channels on the fly, where as we couldn't earlier, but this by no means fixes the problem, it only means you don't have to menu dig, if you want the KSP to control something else, other than the 4 sequencer tracks.
The KSP could not pass ANY midi information outside of note on/off and velocity, even on its sequencer tracks. Since the last update, it can now pass pitchbed, modwheel and sustain pedal info, but it still CANNOT pass aftertouch (even though it can transmit it!), midi cc, or program change messages, so keep this in mind.
I know, it really sucks. I would definitely suggest putting in a request through support for this. The more we do so, the more they will take these requests seriously and hopefully implement a solution, for the future. Myself and many others have already done this. Please add yourself to the list.
The only other way I have found to work with the KSP, is to choose VERY wisely want you want to have controlled from the KSP and be dedicated to that, while using another midi interface (I am using the one on my RME interface) to control anything else.
While I love the KSP for what it can do, I really hate what it can't do and that is an awful lot at the moment. I am really trying to love the KSP, but I do miss my Novation, which had no such problems.
