Thanks for the pics, let's see if I can make sense of it all.
The images you posted showing KP5 look like they're from one of your instances running inside of Sibelius. Please make sure you're doing the following in stand alone mode.
The first image shows that you are in fact using the VDL 2.5.2 update. Good there. Between that image and the second, I'd remove the libraries that are "grayed out". For each of those, click on the phat asterisk looking thingy and select "Remove library" (first image I attached). If you do indeed need to add any of those back, we can do it later.
The image showing the contents of the "Instruments" folder doesn't tell me much - what is there looks correct though. Go up one level and show me what's in that folder. I attached an image of what mine looks like. The main items that need to be here are: 1) Instruments folder (where you just came from), 2) the four NKX files. You'll more than likely see other stuff there too, but these are the most important ones. This directory can also be located anywhere you choose, you just have to tell KP where to look.
Now, close KP5 if it isn't, then launch it. Load a few patches into it and see if you can sample the sounds. If you can hear them, then we'll move on to the Playback Configuration, etcetera.
One more thing I'll throw at you now is to make sure your Mixer has all of its instruments set to (Auto), both the device and assigned patch for each one. You'll see parenthesis around them when they are set that way. See third attached image. (Hmmm, that image just might find its way into the Readme.)
Late