I have the SL mk3 and I haven't been able to get it working properly with Cakewalk. When I defined the Sl as both an ACT and Mackie/HUI controller, I was able to get most functions to work (including transport), well sort-of. I note that the Mackie/HUI interface is marked as beta and when used, I get an unusable keyboard interaction with sticky keys, missing notes. Hopefully the SL will be supported soon and in particular the 'In Control' feature - which works like a dream with Ableton.
I tried the AZ Controller but couldn't work out how to program the SL buttons or transport. I tried the HUI preset but again, no transport connection.