Not sure what else that I can add that may help. I have been using Cakewalk for 20 years, beginning with external hardware MIDI synthesizers and sound modules communicating over MIDI.
I don't see any recent changes in Cakewalk in regard to how MIDI has worked for years. You will need to consult the user guide for your MIDI controller to understand the specific MIDI channel settings and options for your unit.
I will mention again that some DAWs do not re-map the MIDI channel at the track input settings, and some do.
Multitimbral plugins like Kontakt will look for MIDI data on specific channels, if the instrument slots are set to anything other than "Omni". So setting the MIDI channel in the Cakewalk track will not alter the channel that your controller is sending the MIDI data on.
See the free utility MIDI-OX if you want to monitor the MIDI data sent by your controller. It will show the actual MIDI channel that the data is sent on.
http://www.midiox.com/