Ok.

With this I don't get the empty page. But the setupcolumnsetlines has still no effecgt for the second environment.

===

\definecolumnset[One][n=2]

\setupcolumnsetlines[One][1][1][9]

\definecolumnset[Two][n=2]

\setupcolumnsetlines[Two][1][1][5]

\starttext

\startcolumnset[One]

\input knuth

\stopcolumnset

\startcolumnset[Two]

\input knuth

\stopcolumnset

\stoptext