I believe there are two ways to solve your request as we considered this scenario in the original design.
1. If you hold Shift while changing the Tempo/Key/Mode, the change will not take effect until you release the Shift button.
2. You can change Key and Mode with MIDI CCs. See the NDLR manual, page 56, Appendix A. MIDI CC (Control Change) Implementation
Of course, for 2. your MIDI controller keyboard must be configured to send those CC. That would probably be easier than fiddling with the knob on The NDLR while performing.
1. If you hold Shift while changing the Tempo/Key/Mode, the change will not take effect until you release the Shift button.
2. You can change Key and Mode with MIDI CCs. See the NDLR manual, page 56, Appendix A. MIDI CC (Control Change) Implementation
Of course, for 2. your MIDI controller keyboard must be configured to send those CC. That would probably be easier than fiddling with the knob on The NDLR while performing.