Hey there @Fade2Green
Midi Out works only with the VST Plugin version of ANA 2 at the moment, not the AU Plugin.
You can use in in Studio One either to trigger another VST from ANA 2 Midi Out or just to record the Midi Out.
Create a new Instrument track with an instance of ANA 2 on it. ( by default it will display "ANA 2" for Instrument Output and "CH1" for Instrument Channel.
Add a new Track ( T ) and choose "Instrument" for the Track Type and in the "Input" field select ANA 2 & then CH1
Then you have 2 options :
1 - if you just need to record the Midi Out from ANA 2, in the "Output" field select "Existing Instrument" and then keep the default "None" setting below and click on OK.
2 - If you want to trigger another VST from ANA 2 Midi Out, then select "New Instrument" and pick up the desire VST in the list, then click OK.
The new Instrument Track should be automatically armed for record, so if you create a Midi region with some note on your ANA 2 Instrument Track ( source ) it will now be recorded to the new Instrument Track. If you activate ANA 2 Arp or CMD ( chords mode ) that will then be recorded too.

Hope this helps 
Cheers !