AZSlow

People tend to think MIDI controllers are "simple". They are not, especially when it comes to controlling DAWs.
It speaks "simple" protocol (MIDI), but when a rocket scientist speaks "English" and you understand "English", that does not mean you will understand him.
And probably you will be unable to construct a rocket after that conversation

In "forward" direction the controller inform about user actions (like a button press or rotary position change), that is usually simple (at least for this controller).
In "feedback" direction things are a bit more complicated, I mean for example colors of pads.
Note that both sets of messages depends in which mode the controller is, f.e. in HUI what pads send depends from other keys, colors are fixed but display
(separate) solo/mute on/off, depending from current mode, knobs try to "mimic" endless encoders or faders and send corresponding messages (for encoders
the direction, not absolute value). Also note that HUI in general is using (N)RPN MIDI messages, these are sequences of CC messages with specific values.

But all that still was "simple". Real fun begins when you try to interpret incoming messages, and especially when you try to send something back into controller.
Here you need to select correct "destination" (f.e. the 3d track in WAI, solo) and change it (in case of solo, "toggle" the parameter). Also continuously monitor
DAW current state and form required messages when you want update indication on the device (in your case colors of pads and messages on display).

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"Known" protocols (on top of MIDI) can help to hide all that complexity from users. So when controller speaks HUI, it knows what to send when the intention
is toggle solo and what to expect as current solo indication. And that information is known on the DAW side as well. That way device producers can implement
(a part of) HUI and don't care about its support in particular DAW. And DAWs can implement HUI  and don't care about particular controller.

When device is too far away from the device it tries to emulate (like Launchkey and Mackie HUI, not only the number of controls is drastically different, also
hardware types of controls are different), the combination just "somehow works". In practice it is drastically limited.

Another problem is that in particular DAW what HUI does is different. That is why for real Mackie units there are DAW specific overlays for most buttons.
Emulating hardware (Launchkey) just select some functionality they are able to mimic, normally taking only "major" DAWs into account.

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Launchkey is designed for Ableton. Yes, it can work with other DAWs. But already chosen protocol, HUI, is an indication that is just an "extra feature".
Also it is by design performance controller, so you select one instrument and work with it. Eventually initiating recording, may be solo/mute neighbor tracks.
But that it, it is not designed to help with mixing nor editing (that is way more convenient to do with encoders, jogger and tons of buttons).

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AZ Controller supports all MIDI events, in all combinations, including rather specific encodings.I mean AZ Controller can "understand" everything Launchcontrol sends (in any mode)
and can prepare any message Launchcontrol accept as feedback.
AZ Controller supports almost everything Cakewalk allows for Control Surfaces (the only exception is Cakewalk surround) and even a bit more. That is way less then Ableton
or REAPER expose, but that only Cakewalk can change/extend/fix.
There are complete instructions how to use AZ Controller "factory", with examples and tutorials apart from the manual.
You can find "native" protocol for Launchkey MK3 in the internet (search for Launchkey Programmers Reference Manual).
You have the device.

But now to the first statement. Are you ready to read and understand all that, and then apply the knowledge in practice, just to roll your own preset for this device?
A tip to answer that question... Do you think Focusrite(Novation) will not support additional 5-10 DAWs natively if that could be possible by paying for 1-2 hours to related (pro) developer?

 

When you operate Mackie, you should see changed in the "Last MIDI event". That will also indicate which controls are configured (far from all in this preset) and which not.
If you don't see any changes, check you set MIDI input in Control Surfaces correctly.

BTW you will get more functionality with Mackie plug-in in HUI(beta) mode.

Mackie plug-in is completely different from AZ Controller. You can't import from one to another.
Also in AZ Controller I almost always start from scratch. But it take a while, even for me, till reasonable, complex and logical layout is constructed.

In practice, it is unlikely you will really use Launchkey as a DAW controller. I mean apart from transport. It has finite knobs and pads are not perfect buttons.
Good to control an instrument (without changing the instrument), not good to continuously switch between parameters you control.

I mean if performance section and transport buttons work, just return to making music 

I guess you are asking about Launchkey 37.

HUI(beta) is "virtually" implemented feature of Mackie plug-in, from what I remember developer has never tried it with HUI. So some functions can be broken.
You can ask on Cakewalk forum, may be Mackie plug-in can deal with Lunchkey correctly (or can be modified to do so).

Notes/Pitch bend/Modulation are independent from surface functions.

AZ Controller can be configured to work with any device. But that is definitively not an "easy way". It is the "hardest way"  You can find  user attempt for Launchkey MK2, but I guess it will not work for your device, at least not out of the box.

Are you using primary Ableton or Reason? If not, I would recommend send the controller back (if you can). This controller is specially designed for Ableton. It can work with other DAWs, but it was not designed for them. There are more flexible general controllers and specialized for particular plug-ins controllers. There is no "designed for Cakewalk" controllers, except long time unsupported Roland keyboards.

PS. I think the best keyboard controllers for Cakewalk at the moment are M32 (with mini keys) or  A25/A49/A61 (with full size keys) from Native Instruments. I have created M32 preset for AZ Controller (should work with A controllers the same way), with deepest possible integration into Cakewalk. And you get ready to use control over NI and many other NKS compatible soft synths.

PSPS. I am no longer creating presets for controllers I don't have. Too complicated and without direct tests the result can't be perfect.

No, Melodyne 5 is not supported.