Recording MIDI from A-PRO knobs in Sonar X2 - What am I missing?

I have Sonar X2 on Win 7 64bit and a Roland A-800PRO. The A-PRO has been working well for a few months now, it has been set up according the this guide:  
 
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The A-PRO works as expected, while the console is in focus it controls track volume sliders and pan, while vst fx are in focus it controls them, I can easily program which controls are mapped to the A-PRO's knobs and sliders, and all is right with the world.
 
Last night I wanted to record a control change to midi, for a filter on a track. I cannot, for the life of me, get the rotary knobs to send a midi signal to Sonar that I can record. I've set up a control map in the A-PRO Editor and assigned parameters to R3 as in the tutorial above, but I don't receive midi on the track in Sonar even with input set to all midi devices and omni.
 
I do get midi from the stick, and was able to control the cutoff in Fabfilter Micro with the wheel. If I load Micro as an instrument I can set midi learn to use the stick, record this to a track and then send the output to Micro, and it works as expected. However the stick on the A-PRO is not optimal for riding the cutoff freq in Micro, and I really want to use a rotary to get it just right.
 
What am I missing? I feel like it must be something obvious, but I've run through everything I can think of, along with checking over everything mentioned in the two threads at the top of this section that seem to describe similar issues.

Hi Jlien, thanks so much for the reply. The guide I used was this one:
 
(OK, looks like I can't post links, I must still be a spam threat)
 Home » [Hardware Products] » Keyboard Controllers & Sound Modules » [UPDATED] Configuring Your A-Pro to Work With/Without ACT
 
I'll have a close look at your post and try it out when I get the chance, looks like this is more complicated than I thought!