Thank you, thank you and thank you!!!

I forgot to remind you about Shift use with Knobs. In current configuration, knobs in shifted mode work like fine tuning endless encoders with "dead zone". I have found it useful for my MPK mini, but you can try other settings:
a) open AZCtrl property page (SONAR utilities menu)
b) switch to the "Logic" tab
c) in the "Logical Control" drop box select "((None)) _fSetValue". You should see 2 actions, one with "Shift:Off" and another with "Shift:On".
d) Select the second one (with "Shift:On"). In the "Action configuration" you can adjust "0.2% per tick" to adjust granularity (fines).
e) Select the first one (with "Shift:Off"). In the "Action configuration" you can try to change "Catch" to "Direct" or "Instant". You can also change the response curve from "Linear" to "Convex".
The effect is immediate (no preset save/load required), use any knob to test the result. But "Logic" Tab will switch to this control action list, so you need to reselect "_fSetValue" for future adjustments.
There is a way to avoid switching for particular knob: in the "Options" Tab "Hardware controls" section, find the knob in question, change "Rotary" type to "System" and press "Save" near it. That will work correctly for knobs, but not for pad/buttons I am personally a big fan of "Instant" "Convex" combination. It works best when the knob is near center position. "Instant" takes away annoying for me "no reaction" till the value is matched. "Convex" gives more precision in the middle (where I normally need it) while reducing precision toward ends. Sure that does not work nice with "linear" parameters like frequency...
At the moment, the settings are common for all Knobs. Just to make them easy adjustable globally. But it is possible (and easy for me, also I can write how you can do this with several clicks) to make different settings for each knob separately.
In case you still prefer "Catch" approach. I can make some Pad change the color (or/and blink) for some time (let say 2 second) in case you use any knob and it is in "Unmatched" region, once "Matched" the pad will revert to normal indication immediately.