The Start node is only for activation of the Modular Synth if the “Auto Activate” option in the Details pane has been unticked. I think it’s ticked by default when you add a Modular Synth to your Blueprint, so using a Start node will have no effect.
Try setting your Synth Preset on BeginPlay (or some other game environment-driven event), deleting the Start, then hooking up your keypress event to the NoteOn.
If you want the frequency of the tone changed directly by a variable, you might try mapping that variable to pitchbend. What you’re doing here isn’t starting the synth with Osc 1’s frequency set to 2000Hz; NoteOn sets the oscillator’s base frequency by converting the incoming MIDI note to Hz, then preset or modulator data is factored in to account for semitone/octave/LFO adjustment. SetOscFrequencyMod is intended for FM synthesis, and while I haven’t tried this out yet, I think it needs to work in conjunction with another modulation source whereas this just sets the modulation scale factor.
Also bear in mind that while oscillators in the preset structure are numbered from 1, I think that you have to count them from 0 when addressing them in relevant BP nodes. Don’t quote me on that, though!