I have one of the Native Instruments Komplete bundles and instead of opening a separate Kontakt exe it would be handy to route my MIDI Keyboard (S88 Mk2) to a track in a BB song and assign the Kontakt or Komplete Kontrol VST to it with an instrument already loaded ready for me to play along live. But all past attempts to figure it out have been unsuccessful, even with partial instruction (where the existing tutorial uses Sforzando or something).

I think Native Instruments and Arturia are big enough, non-competitive players to acknowledge their popularity in a video tutorial showing how to use 3rd party virtual instruments with BB. It could also help avoid having to export BB tracks to WAV and switch to using a DAW like I usually do.

Load Kontakt in the Thru track, set Midi In Device to "S88 Mk2", save the group to load easily next time, set Kontakt to Omni, set ASIO or MME Always on.
If you are using VST3 use KV Element VST2 and load the VST3 in.

https://www.dropbox.com/s/yqi7znov05c9dxr/BB22-Kontakt-Thru.mp4?dl=0

In your Native Instruments folder there is VSTPlugins_64bit folder that contains the DLLs that load in the plugins area of BiaB/RB.