Hi Roberto,
I have an MKII and a Behringer D - here's how I connect CV to the Model D:
Connect "Pitch Out" ("PITCH" on the Keystep 37) on the MKII to "OSC1 V/OCT" on the Model D
Connect "Gate Out" ("GATE" on the Keystep 37) on the MKII to both "FC GATE" and "LC GATE" on the Model D using a splitter
I have 0V set to C0 on the MKII, plus a Komplete 49 connected to the USB input of the Model D.
For me, I can raise and lower the octaves on the Model D and the intonation is mostly correct (there's a slight voltage drift on my unit, but that's a different story), but - and this is a big but - if I want to access the 'correct' octave range, I have to press a key on the Komplete 49 to provide the Model D with a 'set point'.
For example, like you, I'll turn on the Model D on and play using the MKII CV and it's approximately 5 octaves above C0, but if I press the octave down switch three times on my Komplete 49 and MKII, then press a low C on the Komplete 49, the Model D will truly start at C0. Your intonation is disappearing (I think) since you're at 0V already and can't go any lower - I think you need to tell the Model D to start at a different range using another controller or your computer (via USB to the Model D). From there, you can access your 'usual' range.
Please let me know if this makes sense.