Set the KeyStep to the same MIDI channel as the transpose channel on your BSP. You can do this in MCC or on the KeyStep by pressing shift and then the corresponding key. To check or set which channel the BSP is using for transpose, go into device setting in MCC (scroll down to "Transposition" and it is the second setting in that section).
Be aware that if you do this, any sequence or arp you run on your KeyStep will send transpose note to your BSP.
