Official comment
Make sure you have correct source at the top of the MIDI window, and deck 3 selected as the target:

Hi, I have a DDJ-800 and am trying to map Deck 3 to an external controller, in this case an Akai MPK225.
Using the Learn function, I have no problem assigning the functions to the controller, however, when it's all connected simultaneously with the DDJ, some of the mixer functions (channel fader, frequency gains, channel gain) don't work unless the DDJ deck selector is switched to Deck 3, which defeats the purpose of assigning Deck 3 to an external controller.
Other functions work fine, it just appears to be the mixer ones.
Am I missing something?
Cheers
Make sure you have correct source at the top of the MIDI window, and deck 3 selected as the target:

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I have the same problem and it seems that nobody knows how to do it.
Did you ever figured it out?