Watch "Last MIDI event" in AZ Controller, if it show the same message for both controls, it is the reason for the problem.
midiOx can be more informative for diagnostic in case the controller is configured to send "complicated" messages ((N)RPNs, 14bit CCs, INC/DEC, etc.). AZ Controller can work with such, but I recommend configure Oxygen to send distinct simple CCs from all controls. Check user manual for Oxygen.