I didn't limit by keyboard - so these are not necessarily for Montage - but here's what I found on the forum regarding Cubase Quick Controls:

https://www.yamahasynth.com/forum/connect-s90xs-sliders-to-cubase-8-0-40-quick-controls

Here's a link with Cubase-side setup:

https://music.tutsplus.com/tutorials/quick-controls-in-cubase--cms-24390

When you set the "MIDI Status" to "Controller" this means to use "CC" messages and the "address" column will represent the CC number.

Sliders can be in different modes depending on the keyboard settings. This is covered here: https://www.yamahasynth.com/forum/how-to-stop-montage-sliders-from-controlling-mainstage-channel-volume#reply-26560

... among other places.

You're interested in getting faders to "spit out" CC messages. So this may be helpful:

The Faders on the Montage send cc007 when "Part 1-8", or "Part 9-16" is lit. When "Element/Operator" is lit they send System Exclusive parameter change messages.

The assignable knobs default to CC17-CC24 at the PART-level. When a PART is selected - the selected PART number matches the MIDI channel you will see assignable knob CC messages spill out.

Here's a thread that may be easier to follow for assignable knobs (note: you can change the default CC values used as outlined in the referenced thread below):

https://yamahasynth.com/forum/how-to-assign-various-cc-s-to-the-faders-and-knobs-on-the-montage-and-save-it-as-a-preset/oldest

This topic has been covered by Peter in our Music Production Guide 2017-08.

Thank you Jason and Hans-Peter.

Very helpful.