WOW - I hope you are still reading this thread - I bought my Oxygen Pro Mini in June 2022 - and for the life of me couldn't figure out how to make Cakewalk interact with it - and all the detailed Youtube videos I watched didn't quite get me anywhere...but your revised instructions here seem to have nailed it!
I at first thought only one or two of the Faders worked - until I realised that the other 2 or 3 Faders need the others to be ABOVE ZERO for you to be able to hear what they all are doing
(i.e. if all of them are set to Zero - then it's likely adjusting just one of them won't let you hear what the others are capable of doing - so it's best to have them all AT LEAST slightly above Zero)
And likewise at first I thought only one of 4 knobs was working - until again I found the other 3 will do something under certain adjustments of MORE than just one of the knobs
I've now got the Oxygen Pro Mini attached to my Fender Mustang GT-40 guitar modelling amp (on which I've created a tone with guitar FX) - and the Oxygen is also connected to my new Behringer Pro-800 analogue synthesizer (on which I created a Preset) - so the 3 of them are working "together"
And my Yamaha PSR EW425 Arranger keyboard is connected to Cakewalk to play VST instruments with my other hand
THANK YOU for writing such a comprehensive list with all your own trials
I've also managed to get knowledge on the Arp shortcuts by watching this -
https://youtu.be/CrDsi-SrKoU
- although I still can't figure out how to get the Arp to play more than the "latest" 3 or 4 notes I press in a sequence of say 10 to 20 notes
Thanks again :-)