I have had no issues with this is Maschine 1.8
comments:
1. fyi the maschine mk2 ports on the midi tabs are not the vst they are the physical ports on the back of the unit.
2. when you instantiate the VST, enable the midi source track
3. in the midi source track, this is where you put your scene change commands. (its not clear from your pic if this is the vst midi source track or a midi track to maschinemk2)
4. I typically use PC commands rather than note messages for scene change, PC=001 = scene 1 etc. Note that that Maschine is capable of transposing input notes... a C3 becomes a C2 for random reasons at times. I suggest that this is worth a shot.
fyi I don't have V2 firmware and am aware that many things working in 1.8 got broke, including some aspects of VST capability. The NI forum is the place to post, as I have never had a response to a ticket from NI.
regards