The manual says notes arriving on a track's input MIDI channel are processed by that track, but it does not say what survives the trip. These probes settle it. Each one sends a deliberately shaped burst of MIDI, then tells you what to look for on the device. Answer as you go and copy the summary at the bottom.
Budget about ten minutes for the first eight, five more for the follow-ups. Work through them in order — the later probes assume the earlier ones passed.
Useful for probe 7 and for spotting whether the KeyStep Pro is echoing what you send. Clock messages are filtered out or this would scroll past reading speed.