The implementation of the direct to USB Flash Stick record is a bit different from the previous generation of Yamaha synthesizers.

The Audio Recorder in the MODX allows you to record a real-time performance on the MODX. The Audio Recorder is one of three types found in the MODX “Performance Recorder”:
MIDI — A linear Song
AUDIO — A stereo .wav written to a USB stick
PATTERN — The Pattern (loop) recorder
You can only choice one of these types at a time.

The MODX can output a stereo audio .wav to an iPad/iPhone via the USB “To Host” port. If you wish to playback data from the Performance Recorder and create a .wav you can do easily as follows:

Link to App information — Yamaha Cloud Audio Recorder

This may or may not be available in your particular part of the world, but this is an iOS compatible App that together with a Lightning-USB-Camera-Adapter and a standard USB cable, you can create .wav file directly from the MODX — you can post directly to SoundCloud with the App and share with the world. The App, when connected via USB, allows direct recording. It is alternatively possible to use the host device’s built in mic (if available), but direct recording via USB gives better results.