I’ve seen some people here talk about how you can’t change the octave when using the keyboard as an external MIDI controller, but I realized tonight that you can.
So if you try to use the octave selector when local control is off nothing happens. But if you turn local control on, select the octave with the octave selector, and turn local control off again, the S6 will send out notes from the octave you selected while you while local control was on.
Hope this helps someone!