Keystep in to any MioXL (/MIDI channel) out?

[flavor8]

I have a MioXL MIDI controller which connects to 8 different devices. I plugged a Keystep directly into USB on the computer.

I can route the Keystep to a specific MIDI DIN as shown in the screenshot here: https://imgur.com/a/WcxKR3U (ignore the transparency; that was me triggering a screenshot as the menu faded).

What I really want to do is use the MIDI channel selection on the Keystep itself so that I can select any channel (and record in Reaper what I send to those channels). How can I achieve that?