Hello,
I am having trouble syncing Cubase with the Keystep Pro clock in Cubase pro 8.5.
Keystep : sync is set to internal, and recognized in Cubase
Transport : is set to “use external synchronization”
Device set up : ASIO4ALL is set to externally clocked, only thing however I can not set up Keystep pro as source. ( Look at image )
What else can I do ? it does not sync.
Thank you.

Hello and welcome to the forum.
Your Keystep Pro is a MIDI controller.
Your screenshot shows the part where you would sync audio devices with each other.
I assume you want to send MIDI Clock to Cubase. I am afraid it has to be the other way around. Cubase has to sent MIDI Clock to your keyboard.
Have a look at the manual, pp. 980 (and especially pp. 989)
Can Cubase not be controlled by an external clock ?
I know ho to set up project synchronization with Cubase internal clock, that’s not the problem.
I want to use the KSP as mastercloc . Now it only takes start/stop commands, but no clock.
From the manual that I posted above:

Sorry, mate. It’ll have to be the other way 'round.
MTC - that would be possible. But usually MIDI Controllers don’t generate MTC.