I use the Behringer FCB-1010 Footcontroller, so I can't help you specifically with the GCP, but I can recommend downloading Midi-Ox, if you have a way of connecting midi to your computer. I used it quite a bit while setting up midi on my FCB-1010.
With Midi-Ox, you can see midi messages scroll down your computer screen in real time, when you hit a switch on the GCP. Using this, you can at least see if the correct or if any messages are being sent by the GCP to your KPA.
I just connected a midi cable from the Midi thru of the KPA to the midi in of my laptop. Then fired up Midi-Ox to monitor midi activity. Bear in mind, that when you connect using the a midi thru port on the KPA, you will only see the relayed midi from the Midi In port, not the midi information being sent by the KPA. If you want to see what the KPA is sending, you'll need to connect to the KPA midi out port. Midi Thru ports only relay what's coming into the Midi In of a device, normally.
Midi Ox - http://www.midiox.com/