I can only answer question number one, but in order to change midi channels, press and hold the track button you would like to change the channel for and then use the encoder knob by the OLED screen, to change the channel.
Still not as ideal as the original Keystep and the Keystep37, unfortunately, but it is far better than relying on the utility menu alone, which was the case before a recent firmware update.
Btw, upgrading to the KSP, from the KS37, are you missing the chord modes and strum by any chance?