The 'MIDI Receive Channel' of the M will determine the channel to be used to receive midi. This doc section explains how to set that parm depending on whether you have any external parts or not

https://manual.yamaha.com/mi/synth/montage_m/en/om01basicoperation0330.html

Make sure to match the MIDI Transmit Channel of the external MIDI instrument with the MIDI Receive Channel of the MONTAGE M.
To set the MIDI Receive Channel of the MONTAGE M, use MIDI I/O Ch. for Parts having Keyboard Control is set to On, and Tx/Rx Ch. for Parts having Keyboard Control set to Off. If the Part Mode is set to External, the Part will not receive MIDI messages from the external device.

Are you using any external parts? Are you using any parts with Keyboard Control set to Off? Are you using the default value of 95 for the Super Knob CC?

But when sending midi CC95 messages on channel 1 to ESP, which is set to channel14, it does not work. 

Those channels don't match. Channel 14 isn't going to receive messages sent on channel 1.

Which paragraphs of that doc page match your use case the best?

Hi Toby, thanks for your reply.

I use a performance with one part with KB control enabled. I use the default CC95 for the superknob.

I can play the ESP on every channel I want, that all works fine, except for the superknob, that only works on channel 1. And I can't use that channel in my setup. Having the option in ESP to choose the Midi I/O channel from 1 to 16 defeats the purpose if you can only play the plugin as it should be played (with the superknob) from channel 1.

Can you confirm that superknob only receives midi on channel 1?

Thanks!

Channel 14 works fine for Superknob if you set 14 as the MIDI receive channel.

But when sending midi CC95 messages on channel 1 to ESP, which is set to channel14, it does not work. 

Why are you sending on channel 1 if the ESP is set to channel 14?

If you are bowling on lane 1 you can't expect the pins to fall on lane 14.

The doc page linked before explains how to configure it:

When there are no Parts with Part Mode set to External, MIDI I/O Ch. is used for Part Common or a Part with Keyboard Control set to On.

When I set MIDI I/O to channel 14 then a change control to CC95 (super knob) sent on channel 14 works just fine.

If I set MIDI I/O to channel 1 then a change control to CC95 sent on channel 1 works just fine.

Ok, I figured out the problem. I had to do a workaround in Gig Performer. ESP can indeed control the superknob on all 16 channels.

It would be handy if the superknob would react to a "Learn Parameter" function. Now I just have to send cc95 on a specific channel, only the problem was that GP would send it back on ch1 no matter what channel I selected. So, problem solved with a little workaround in GP.

Thanks for your help!

Glad to hear you found a solution.

Don't hesistate to post when you have an issue - things don't always work the way they are supposed to or the way one thinks they should. I only posted the doc reference because it purports to show how it 'should' work - that doesn't mean it always works that way.

Sometimes you just have to try different things to see what doesn't work.