Just bought the Casio lk-s250. Did not get it to work straight out the box with Cordana Play app, with an Android tablet. Worked a couple of hour with the issue, just to realize that the OTG-adapter should be connected to the tablet, NOT the keyboard.
My solution:
1. Connection: Tablet - usb micro to usb female OTG - usb male to usb micro - keyboard.
If that do not work:
2. Developers menu (Google how to enable on your device) : change usb mode to MIDI.