Hello!
I hope I didn’t make it even more confusing, sorry if I did! 
Let’s try to clear that up… So, you have 3 options to connect your Keystep pro to the Organelle:
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USB only : same cable as the one on the video above. The Keystep does shows up in the Organelle MIDI settings.
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USB > MIDI Din adapter: That should work, although the Keystep won’t show up as a device in your Organelle MIDI settings.
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MIDI Din > MIDI 1/8" TRS adapter: There are 2 standard for 1/8" TRS MIDI wiring, type A and type B. Arturia’s adapter is most likely a type B, when the Organelle expects a type A. So you’d need another adapter, not Arturia’s. The Keystep still won’t show up in the Organelle MIDI settings.
The most simple solution would be the first one, only with the USB cable. If you had the Keystep showing up in the Organelle MIDI settings, you’re almost there! You should check again your MIDI settings on the Organelle and on the Keystep. (maybe reset the Keystep to factory settings?)
Also which Organelle patch are you testing this with?
You can’t connect two USB MIDI hosts together indeed, but that shouldn’t be a problem here, as the Keystep is not a host. You can usually know if your device is a host by looking at the type of USB plug on it: USB-A (like on the Organelle) means it’s a host, USB-B (like on the Keystep pro) means it’s not.