That demo setup is a bit hard to follow because (i) the tracks are not expanded enough to show all the routing (ii) the output and hardware configurations on the voice controllers are not shown and (iii) the "aux" tracks aren't mentioned. In any case, I can't get it to work like that.
I can get correct, linked pitch and gate signals in the top three socket outputs of the 8CV and the 8GT hardware, and the lights flash as they should, using my own jury-rigged setup, but I don't know how to add additional pitch/gate pairs. Ideally I'd like 8 pairs. Is that possible?
My configuration doesn't match the Ableton configuration in the demo but it basically works.
In the screenshot below you can see the stereo signal in all tracks while 3 midi clips are playing. I have not changed the Voice Controller outputs from their "default" settings (doing so seems to interfere with pitch/gate).

In each instance of the Voice Controller software, I have "none" selected for hardware and ES4 as the target for the ESX 8CV combiner.
When I select ES4 or ESX8CV as the hardware the sound loses pitch or has inaccurate pitch. I did the ESX 8CV calibration and it worked, even though "none" is selected for the hardware.
In the Inputs of the ESX8CV combiner I chose 1, 3, and 7 as shown below (corresponding with "track in," 3/4 and 7/8 in the "Audio To" slots of VC tracks 1, 2, and 3):

And for gates I chose 3, 5, and 7 for my gate assignments. (The ESX-8CV is attached to Header 4 of the ES-40 and the ESX-8GT to Header 5.)
Again, this works, but I don't know why. I confess after reading all the documentation I can scrounge up, I still don't have a good handle on how the ESX8CV combiner works. Any assistance in explaining what I am doing wrong (or right for the wrong reasons) would be greatly appreciated.