Hi,
your frustration comes from the misunderstanding that you can build MIDI plug-ins with VST. VST describes an audio plugin API. That you could misuse version 2 for building MIDI plug-ins was not intended. You need a MIDI plug-in API which does not exist across hosts. And for key switching support in VST3 see : https://steinbergmedia.github.io/vst3_doc/vstinterfaces/keyswitch.html
Cheers,
Arne