Hello,
i tried to create a similar setup here. I connected a Yamaha Motif using the Camera Connection Kit to an iPad 3 and it works as I would expect. I just recorded a track using Korgs iPolysix from within Cubasis.
However, I don’t have a Korg Nanokey here to test. We will discuss this problem and see whether it might be related to your keyboard.
Kind regards,
Frieder