I've just spent the last couple of hours trying to set up nanoKONTROL2. I had an issue whereby Garritan Personal Orchestra 4 could not be set up for midi learn (I don't know why - it just wouldn't recognise parameters moved with the mouse although it did recognise the nanoKONTROL2).
However, I discovered that if you install the nanoKONTROL2 as a keyboard device (not controller device) then you can set it as an input along with any other keyboard that you may be using to send midi notes etc (eg by enabling all inputs for the track) and all the midi ccs sent by nanoKONTROL2 will be recognised (I especially wanted a fader on the nanoKONTROL2 to send cc1 in place of a mod wheel and it worked perfectly). There are no particular buttons to press to set this mode (but you should use the Korg Editor to set it to cc mode as a default, rather than cubase etc) and make sure that you don't power it on as a Mackie controller. As far as I can see, you can't set it up as both a midi cc controller and Mackie controller at the same time (or alternate between them) but you should still be able to set global controls by midi learn or cc (eg for transport controls) but I haven't tried that yet.
I think you could probably still use the nanKONTROL2 set as a cc input keyboard device for midi learn in other plugins that will respond to it (most do, I don't know why GPO4 doesn't) but I haven't tried that yet either.
Hope this helps.