You should have just “Out to MIDI Yoke” in the “midi outputs” and just “E-DSP” in the inputs.
First see that this works:
In Cubase set a generic remote to receive from “In from midi yoke”.
See that your controller causes output in midi-ox, and then in Cubase.
I see in mapper there’s “Map NRPN Data increments”, I think that would help.
Also, have the min and max of Value 2 set to 1 and 127. See if something appears in the output and in Cubase.
If you get 1 and 127, you’re there.