I have turned on A/D input and adjusted the gain accordingly.

I can hear the beat from my Tr8 coming through the Montage and I'm happy.

I then decide to try and record some of it however i am unable to figure out the routing options

Great so far.

I go to' Device' and 'VST connects' to look for an input option like 'A/D input' which I cannot find so decided that I'll just play to the Tr8 Beat along with the Montage.

Okay here is where you went out to left field. The DAW does not have an A/D Input. The Montage has the A/D Input. You should be looking in the Montage for how you are going to route the A/D Input signal Out to Cubase. (You skipped the Montage)

In the Performance you are using:
Press [EDIT]
Press [COMMON]
Touch "Audio In" > touch "Mixing"
Here you can setup the A/D Input Part and assign it to individual Outputs. It defaults to "Main L&R" but you can route it to any Output you choose. Say you want to isolate it on USB STEREO > USB1&2
Touch the Output box and make the assignment.

Touch "Routing" to make Insertion Effect assignments to the A/D Input Part - these will be routed to the OUTPUT with the A/D Part.

When I create a Midi track with the Montage every performance I load up seems to be externally triggered via some arp and a whole performance is played. Pretty neat but not what I'm after.

? For us to help you, you'll have to tell us what you're after.

Please could we have a couple screen shots that show us how to set up say an external drum synth via A/D inputs into both the Montage and record in Cubase please ?

To record your A/D Input to Cubase,.. Let's say you assign the A/D Input to "USB 1&2"
You then need to create an Input to receive this in Cubase. Here's how:

Go to DEVICES > VST CONNECTIONS > INPUT tab > create a Stereo Input by clicking "ADD BUS" -> ensure it is set to receive from Montage USB 1 and USB 2.

On the main Cubase track screen create an Audio Track set to receive audio from the Inputs you just created.

Thanks BM !!

Today's home work for sure.