Q: “Can I change Setups via MIDI on the Kurzweil K2000, (K2500, K2600 and K2661)?”

A: Yes, but not using standard program changes because of the nature of Setups. They utilize multiple MIDI channels, so sending a standard program change on one channel of a multi-channel setup would not make sense to the Kurzweil. The workaround is to create a Quick Access (QA) bank that includes the setups you need (go to Quick Access, choose a location, hit Edit, change Type from Program to Setup, and then select the Setup you desire). You will then have access to 10 setups via standard program changes 0-9. You do not need to be on the Quick Access screen for MIDI program changes to work.
The final step is to go to MIDI mode, select the Recv page, and move to the 4th option down, ProgChgType . It should be set to QA Kurz.
NOTE: This will prevent changing Programs via MIDI until you set ProgChgType back to Kurzweil or whatever the setting was originally.