So here's how to do this with OTS Steel Strings and Musiclab's RealGuitar, it may not solve your problem with Fingerpick though, but it will give you an idea how to do this.
First when you add the MIDI generator VSTi make sure to click Enable MIDI Output when inserting the synth.
Then when you insert Kontakt always use split audio/MIDI tracks. On the MIDI track going into Kontakt select the output from the MIDI generating synth. In this case I'm picking RealGuitar's Omni channel.
Then you need to click the enable Input Echo button (little button on the right with looks like waves coming out of it) on the Kontakt MIDI track (or the MIDI doesn't flow from the source to the instrument).
Now with RealGuitar you have to enable the MIDI out inside the instrument as well. It's a drop down in the Setup box for output. Not sure what you need to do with the Fingerpick VSTi.
Then load OTS into Kontakt and set it's input MIDI channel to 1 (if the generating VSTi uses a single MIDI channel or Omni if it uses a bunch of channels)
Now feed MIDI into your VSTi and it should play through to the Kontakt instrument live. You will need to either mute the audio output of the source VSTi or set it to be silent. With RealGuitar you can choose output MIDI only.
Here you can see I'm playing a 3 note chord into RealGuitar but inside Kontakt 6 keys are being triggered because RealGuitar is creating a guitar chord output.
Things that might be an issue: Steel Strings expects certain MIDI output (range/channel/etc), it's very possible that the Fingerpick VSTi is playing notes outside its range. Or it may be playing notes on multiple MIDI channels. Steel Strings chord mode is unlikely to work with generated MIDI, you should use the disabled mode. The MIDI output could also be on multiple channels. Using Omni for the input channel in Kontakt might help with that. If you record the MIDI (on the Kontakt MIDI channel) and open the event viewer in SONAR you might be able to see what exactly the MIDI looks like and figure out what you need to do to make it more Steel String friendly.