By setup do you mean installation or sending the signal to VCV Rack?
If the later and there is midi outputting from OSC you just select these devices in Rack using the Core MIDI modules or if they do not show up a go between program may be used like loopMIDI (depending on your platform that is, guessing windows as it is the most common) could be used.
I believe @VCVRackIdeas uses this program so he may be able to give better advisement…
I used TouchDesigner as an alternative and it’s working great.
I think Open Stage Control is not as easy to setup, so not sure if the problem was sending the signal to VCV or something related to python installation.
There is still little thing to clear, especialy with the gate form the keyboard but i’m on the question. I’m using TriggersMKI from AS to make the job, but i think there is a better solution.
and here is the thread about VCV and Open Stage Control on the OpenStage Control forum.
special thanks to andrew belt for VCV Rack, j4s0n-c for Trowasoft, and jean-emmanuel for Open Stage Control