There are two separate power circuits on the KK2.
The KK2 can get it's power from either the M1 connector or from any of the connectors that go to the receiver. So if you power the receiver the KK2 is powered as well. If you were using non-opto ESCs, the M1 connector could power the KK2 from that ESC instead. Or you could use a Y on any of those connectors to power the KK2. It doesn't really matter as long as one of those connectors gets power.
M2-M8 are not connected to the same power circuit, so power to those will not power the KK2. If any servos are plugged into M2-M8, they will not get power from the KK2 either, so you would need to supply power to one of those connectors as well (or directly to the servo, with the servo only being connected to the KK2 by the signal wire). If you only have ESCs connected to M2-M8, that circuit does not require power.