Cool someone with a CP1. It's the finest looking retro piece ever made however I've never MIDI'd it to a computer. Maybe I updated it long ago but that might have been using a thumb drive. It's a fantastic beast that only does a few pianos which is really strange. They could have added an AWM2 engine just for flavoring and it would have been more popular. It's too heavy to take anywhere so not very practical. Add a Rompler module to it or CK61 and then you'd have a complete system. The keys are fantastic to play on. Has a real FM engine that does nothing but 4 sounds. That was the strangest thing of all. For what, $300 more they could have made the FM fully programmable using an app? It is on one hand a masterpiece and on the other a complete dead end. Yamaha is notorious for dead end machines. If I had a slogan for Yamaha it would be "Stopping just short of legendary on everything we do". Like the CP1, EX5, FS1r, YC, Montage come to mind. Just can't quite thread the needle to make these legendary. Sorry to get off topic but for $6K it should connect fine and make you doughnuts too. I'll try to pull mine out of moth balls and connect to Win 10 and see what happens.

Do you have the CP1 setup in the right mode to use USB-MIDI?

Source: https://usa.yamaha.com/files/download/other_assets/3/314383/cp1_en_om_c0.pdf Page 37

3 Setup the CP1 to allow MIDI data to be exchanged via the [USB TO HOST] port.
Navigate to the fourth page of the Utility screen (see page 58) by pressing the [UTILITY] button, and if necessary, the
[L PAGE] and [PAGE R] buttons. Then, turn Knob 5 to set In/Out to “USB MIDI”.
NOTE If you wish to connect your CP1 to a computer via MIDI cables, the In/Out parameter should be set to “MIDI”.

4 Press the [STORE] button to store this setting.
Utility settings are stored within the CP1’s system settings. For more details regarding the storing procedure, see
page 40.

If that doesn't help, maybe let us know what version of the MIDI driver you installed. Both the version number (such as v3.1.4) and also the additional target information (such as 32-bit or 64-bit).

Since reface is working OK, which uses the same driver, it seems like your driver configuration would be fine so I would focus more on the CP1 side. Also keeping in mind that USB cables go bad so trying a few different cables may be worthwhile after confirming your settings are OK.

And, BTW, ignore this part:

NOTE If you wish to connect your CP1 to a computer via MIDI cables, the In/Out parameter should be set to “MIDI”.

Since you have described wanting to connect the CP1 to a computer via USB cables (and not MIDI 5-pin DIN cables).