Never mind, I figured it out. The downstream sequencers have to be set _not_ to accept the transport signals from the KeyStep. There doesn't seem to be any way to configure the KeyStep just to not send the transport signals. (Why not?
?)
In the QY10 set "MIDI Control" to OFF
In the Behringer Crave Synth Tool select "Deactivated" in Sequencer Auto Sync
And now it doesn't pass thru the transport signal to the model:samples so nothing had to be set in there.
Success! Now I can start and stop and record the KeyStep's own sequencer, have it play any of the other devices, and/or use Keyboard Play to jam along with the sequence which is playing on a different device than I am using to jam.
This only took two days and multiple forum searches to figure out. It would have been so easy just to turn off MMC in the MCC and have it actually stop sending transport signals downstream at all. Or do it with a key combo from the front panel, live.