Sorry, no, there isn't. The external audio inputs go straight to the audio outputs. It's a simple mixer and the audio does not get digitalized or processed. What goes in, comes out.

Thanks for the answer!

That is a real pity. Because it would really be very helpful.

Yes, that is a pity indeed, As a matter of fact, the predecessor of the CP4, the CP5 had this ability, if my memory serves me well.

Different design concepts — different focus — just for the record:

The CP5 (2010 a decade ago) had a dedicated Audio channel for an external MIC input using an XLR/phone combi jack. This Mic Input had its own dedicated processors. You could store a different setup for the external input on a per Performance basis. You got a dedicated Noise Gate and Compressor just for the Mic Input. External Input Design concept: player/singer

The CP4 Stage(2013) had an Aux In (stereo mini) Use this Auxiliary Input stereo mini-jack to connect other audio equipment (handheld audio devices) so that its output can be mixed with that of the stage piano. The on board processing is not available to this Aux In. External Input Design concept: playback from handheld audio device.

The new CP88/CP73 (2019) have an external input to handle a LINE level mono or stereo input. The concept is consistent with it being the bottom keyboard in a stack or working in a multi-key rig — perhaps you have a YC61 or a synth on the upper tier. You can connect the other synth/keyboard through the CP... the signal simply passes through unchanged, unaffected... neat, convenient;
__You can freely use the front panel of the CP for the CP. And although the new CP can route its own audio directly to your DAW via USB, this does not include the external audio input.
__The USB “To Host” port can be used as an external playback portal (iOS compatible).
Design concept is real-time access... quick, agile, flexible. Less menu diving, less setup ahead of time.

On a synth, like the MODX/MONTAGE, the input is an A/D In (Analog-to-Digital conversion takes place) — this allows the incoming signal to be processed on board the synthesizer in a number of ways... including being a modulation source within the Motion Control Synth Engine (Side Chain), Vocoding, etc.
__Additionally, the AD In has its own two dedicated Insertion Effects, plus it can use the onboard System and Master Effects.
__The AD In can also be routed Out via USB to your favorite DAW. There are 10 USB bus outputs on the MODX, and 32 bus outputs on the MONTAGE.
__You can choose a “global” setting for the AD — audio setup remains unchanged as you move Perf to Perf, or you can select where you program each Performance as you might desire.
__These units are additionally able to playback audio via the USB “To Host” port.
__The AD In can be combined with your real-time playing of the synth... this can all be captured by Performances Recorder’s Audio Record function (direct to USB stick).
__You can also route the AD In to its own discreet stereo analog Assignable Output (MONTAGE only) configurable per Performance. It goes to that output with its own two Insertion Effects.

Seen from this perspective, the concept sounds very comprehensible.

For my application case it would be nice to have something like that anyway. 🙂