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@Harry > The CFX knobs (and many other controls on the audio channel) are "audio-first" which means that you can use them for MIDI control, but their primary function will ALWAYS be to manipulate the audio passed through that channel.
The only way to work around this would be to use internal mixer mode, passing the master audio directly to the master (or a channel you're not using) and then a CFX knob could be assigned without having any audio passing through it.