MIDI routing for triggering hardware arp from another keyboard

Hi all, getting a little confused! I own an Arturia KeyLab Mk2 controller keyboard + Arturia KeyStep 37 (hardware arp/sequencer & controller keyboard) & simply want to trigger the KeyStep arp from my KeyLab keys (as they’re more convenient to reach & play!).

Each one is connected to PC via USB & after contacting Arturia Support they said I would also need to connect the 2 via MIDI cable.

So I’ve got the MIDI INs & OUTs connected (obviously KeyLab OUT to KeyStep IN & KeyStep OUT to KeyLab IN).

This does indeed achieve what I’m trying to do but I end up sometimes with ‘double MIDI notes’, i.e. a note being triggered twice depending on what I select in Cubase’s MIDI Input field in the Inspector.

I normally have it set to ‘All Inputs’ but trying just KeyLab Mk2 or KeyStep 37 does help a little but still get double notes when using one of the keyboards.

The most annoying is using the KeyLab with the keys triggering both the arp & a sustained note (i.e. if I hold a chord, both the sustained chord notes & the arpeggiated notes play).

The 2 controllers also have MIDI I/O options as follows (including the user manual descriptions):

KeyStep 37:

MIDI Thru (On/Off) - This parameter will turn the KeyStep 37 MIDI Output into a MIDI Thru. Incoming MIDI data will be routed directly to the Output instead of being used to transpose sequences, etc.

KeyLab Mk2:

MIDI IN to USB - A setting of On allows data received at the physical MIDI In connector to be passed over USB to your DAW or another USB device. A setting of Off prevents this.

USB to MIDI Out - A setting of On allows data received via USB to be send to external devices via the physical MIDI Out connector. A setting of Off prevents this.

Does anybody have these 2 controllers (or something similar) with any advice? Ultimately I want the KeyLab to be my main keyboard with occasional triggering of KeyStep arp without double-note triggering.

It may be that I simply have to select KeyStep 37 in Cubase’s MIDI Inspector field. I also appreciate that I don’t really need the KeyStep MIDI OUT connected to KeyLab MIDI IN.

Thanks in advance!