Your organ and sax should be using different PARTs. What I usually do is set the pitch bend (up and down) to zero for a PART. Touch the part you want to remove pitch bend from, then choose "Edit", then the menu "Part Settings" -> "Pitch" (PART common parameter), then change "Pitch Bend (up arrow)" and "Pitch Bend (down arrow)" to 0. This allows for you to still use pitch bend as a controller for something else under your modulation control assignments, if you want. Another option, which is more "drastic" since it removes any use of the pitch bend controller is to edit the PART in the same manner, but go to the "Mod/Control" -> "Receive SW" menu, then turn off "Pitch Bend" (it will be green, touch to turn it grey).

BTW: I know what you mean, but you may get your hand hit with a ruler for using non-standard terms to describe PARTs. This is why the ruler often comes out (background): "Voice" is a concept that was removed from this generation of keyboards - favoring a more flat system where "PART"s are the collection of elements rather than "Voice". The previous gen. had a system where you could store changes to "Voices" that would affect all Performances using that same voice and change possibly many Performances at once. Without "Voices" - now there is no tie between one Performance and another. PARTs are unique to every Performance and changing one Performance's PART will not make any change to another's. Also, there's no way to edit an individual "global" PART since they only exist inside unique Performances.

... so in order to be sure users on the same page - knowing the new system - use of "voice" and what that term may imply is discouraged.

( MODx) I am trying to create a performance with organ on left and sax on right. How do I control pitch wheel so that it affects the sax only?
Thank you

The Pitch Bend Wheel always sends the MIDI Pitch Bend message (En) where “E” is Pitch Bend, “n” is the MIDI Channel 0-F. The wheel generates a Channel message, whether any tone generator responds, how far and in what direction it responds to the movement is totally dependent on the settings within the receiving tone generator Part.

To prevent a Part from responding is done on the Receiving end. You can prevent any Part from receiving the message by setting it a Pitch Bend Range of +0/-0 or by setting the Part’s Receive Switch to Off... which you choose is really a matter of what you wish to do with the physical controller.
From the HOME screen:
Move the cursor to highlight the organ Part
Press [EDIT]
Touch “Part Setting” > “Pitch” > Set the Pitch Bend Down and Up ranges to 0

Extra Credit:
If your goal is to isolate the organ in one channel and the saxophone in the other, please realize that often a mono instrument uses a stereo Effect. And that the Reverb and Variation Effects are most often “returned” equally to the stereo mix. Complete isolation may not be possible if these System Effects are involved.

Example, the Rotary Speaker Insertion Effect is a mono In/stereo Out Effect. In order to accomplish the “rotary” motion, this effect uses the stereo field... you can, by panning this Part hard-right, get some movement right-to-center (as opposed to right-to-left)... in general, the Insert Effects will ‘pan’ just fine (they are a part of the instrument), but you will notice any signal that is routed to the shared System Effects, will be returned across the stereo field. You may hear a ghostly sound represented in the opposite channel... just FYI.

Question: Have you tried using Motion Control (Super Knob/FC7) to “morph” between organ and saxophone?

Thanks so much!