keyclone GUI only lets you set affinity to one CPU and works good.
but you can manually set the affinity to include multiple cores
edit the keyclone.ini file and find the CPU line
1000000 is no setting and this is a hex number ( each bit in a binary number represents a core starting with bit 0 with a max of 32 cores )
0000001 assigns core 1
0000002 assigns core 2
0000003 assigns cores 1 & 2
0000004 assigns core 3
0000008 assigns core 4
000000c assigns core 3 & 4
0000006 would be cores 2&3
0000009 would be cores 1&4 etc.
000000f assigns cores 1,2,3,4

if you have 8 cores move up to the next digit
0000010 assigns core 5
0000020 assigns core 6
0000030 assigns cores 5 & 6
etc.

The only problem is if you edit your settings in keyclone it will probably reset these values and you will have to manually edit them again.