https://usa.yamaha.com/files/download/other_assets/8/1219148/modx_en_sm_c0.pdf

DAW Remote allows for assigning CC to the sliders. That's the only way. Use plugin mode.

Are the faders and scene buttons programmable to send custom CCs at the same channel to computer? Right now they are only sending Channel Volume on their respective MIDI channels (Channel 1-4, CC-7), and the scene buttons send different values for Tremolo depth on (Channel 1, CC-92, Value 0, 16, 32 and 48). I find a setting that lets's me set the scene buttons to send on a single CC, but nothing that makes each button send different CCs. And no setting at all for the faders, which also seem to send the values very inconsistently. Anyone knows how to achieve this?

When the MODX is setup to play normally, what it outputs from the various Controllers (buttons, sliders, etc., etc.) are designed to serve the MODX. Capture what it outputs and play it back to the MODX - every message generated is designed to control the MODX itself. This is not only logical but pretty standard operating procedure across the board. The Zone Master function is designed to let you customize what is sent Out via MIDI to an external hardware device from each PART slot.

However, when you wish to use the MODX as a Remote Control Surface for your computer - simply activate the DAW REMOTE function (added to MODX in version 2.5). It is specifically designed to turn the front panel into assignable controls for your DAW. I think you would have to agree ( and will agree) that is a much better way of doing this.
1) because not everyone will use the MODX with a computer and the default priority of the front panel should be to control the MODX's own synth engine.
2) you can customize the REMOTE layer to work with your particular DAW.
There is even the capability to just use the Transport buttons to control your DAW, while the front panel can be controlling the internal MODX.

To use the DAW REMOTE layer (the way it is kept discreet from the internal operations) you must setup the REMOTE layer to communicate with your computer on a dedicate MIDI Port MODX-2 (port 2).

On the HOME screen
Tap the REMOTE option (Lower left corner of the HOME screen)
The front panel will be converted to communicate with your DAW via Port 2
The screen will even read out what you have assigned to each Track in your DAW
The REMOTE CONTROL SURFACE protocol is based on "Mackie Control"
You can select your specific DAW - there are template "Settings" for Steinberg (Cubase/Nuendo), Pro Tools, Logic Pro, Ableton Live

You can customize the Knobs, the Sliders, and Scene buttons - by simply tapping "Edit" in the upper right corner of the "Control" screens

Link -- Music Production Guide (PDF) MODX REMOTE
Link --

Hope that helps.