Like everything else with the MD sequencing, it’s all parameter locks. You can parameter lock the note change. Make sure you’re in ‘extended’ and in grid recording mode. Hold down the trigger of the step you want to edit and while holding it down, turn the knob for note.
You can do this for any CC value and you can even parameter lock program changes mid-sequence.
Also - if you have your Machinedrum configured (in Global -> Sync) to send out external clock and control, your Volca will start playing its on-board sequences automatically if connected via MIDI.
I think that these sync settings are OFF by default, but it’s something to watch for if you want to do the sequencing with the MD.