Question When I press the Up and Down switches on my VoiceLive Play in order to set the key and scale, I do not see an "Exit" option like the manual says I should, only "Key", "Scale" and "Cancel". How can I save my key and scale settings when "Exit" is missing

In order to select the key/scale you need, it is not necessary to press anything once you have selected the values you need. You simply set the key and scale and wait for the unit to switch back to the previous screen and then this info is saved automatically.