The DEVICE NUMBER is part of what gives your Montage a personal identity in a MIDI configuration. Each device, when connected in a system, needs to be individually accounted for - and individually addressable; If it is there and a connection is broken, you will be alerted to this fact. The Device number need only be set to a value other than 1 or All, if you have more than one device with the same Product ID.

Say you had three Montages is a MIDI System; a 6, a 7 and an 8; and you wanted to address just the Montage 7. You would differentiate between your Montage's by giving each one a unique Device Number. If you set them to Device Numbers 1, 2, 3, respectively, you can then fashion System Exclusive messages to address just the Montage you wish to address.

Setting and storing the Device Number to Off, is not recommended, particularly if you don't know what it does 🙂
Device Number is found as follows:

Press [UTILITY] > touch "Settings" > "Advanced" > if you don't own more than one Montage, please set the DEVICE NUMBER to ALL or 1.

Restarting the Montage, restarting the computer, and restarting Cubase doesn't solve it

Restarting your Montage will generally not fix anything, particularly Settings you make - since they are remembered as soon as you make them in Utility mode. The Device Number has nothing to do with the computer, nor Cubase, so restarting them was just as non-satisfying.
The Device Number must be manually changed, or loaded in from a File you made where you stored it in the OFF position. You will want to find that file and fix it. Just FYI.

Thanks, BM.

I've been busy yesterday and this morning loading and deleting various third party sound sets, experimenting with Library Import feature etc.

I'm suspecting that one of the sound sets I've loaded had the Device Number setting as something other than All or 1.

(I've just checked my current working configuration, and it is set to All).,

Lawrence