Any time you want to control an external device via MIDI it is recommended to use the ZONE MASTER feature. It is designed to allow you to set up Part slots for either internal and/or external control. So you could setup a Performance, or Performances, so that they are specifically set to control an external device via MIDI, by default. There are 16 such Zone Setups per Performance (8 Zones can be activated simultaneously). You could set up multiple slots one for each VSTi you wished to control... you can link as many as eight of them for simultaneous control, the others would need to be selected individually when you wish to use them.

If you setup a ZONE to control an external VSTi, you will need to manually *select* that specific ZONE for controllers to be activated directly to that instrument.

ZONE SETUP
First, you must activate the ZONE MASTER function, globally. Do so will add two new screens to each Performance Part (namely ZONE SETTINGS and ZONE TRANSMIT).
These two new screens will appear in each Performance, in each PART. Remember you can set the Part Slot to "control" an internal or external device.

Press [UTILITY] > touch "Settings" > "Advanced" > turn the ZONE MASTER = ON

Let's create a Performance to control your VSTi:
Press [HOME]
Press [CATEGORY]
Set the "Bank/Favorite" = All
Set the "Attribute" = ALL
Under "Main" tap "Init"
Select: Init Normal (AWM2)
Press [ENTER]

This places a program in slot 1. It is required that an internal program occupy the Part slot before you can program data for that slot. You will not be using this sound so the first thing we will do is deactivate it, here is how:

Select "Part 1" -- you can do so by touching it in the screen or by pressing the [PART SELECT _ MUTE/SOLO] button and Select > Part 1
Press [EDIT] > Touch "Part Settings" > "Zone Settings"
If you do not see ZONE SETTINGS in the second column it is because you did not activate ZONE MASTER back in UTILITY mode.

Initially, Zone Settings are OFF.
Turn "Zone" = ON
Turn the "Int SW" = OFF, this will prevent the Internal Part from sounding and will make this Part Slot available exclusively for external control

Notice you can set a NOTE LIMIT range - how the Keyboard is going to transmit Out via MIDI
You can also set the OCTAVE and the Semitone TRANSPOSE
Turn the TRANSMIT CHANNEL from OFF to the MIDI Channel you require to trigger your external device.

Once you do that you will see that you have options to define what gets sent to your external device.
Likely since it is a VSTi you will not need BANK SELECT or PGM CHANGE -- if that is the case turn these both to OFF
You can predetermine a VOLUME and the PAN position if you wish or you can set those to OFF as well, your choice.

Next touch the second of the new tabs ZONE TRANSMIT
Here you will see the various physical controllers and whether they are actrive OUT via MIDI to this ZONE (a Part Slot set to transmit is called a ZONE).
These are all your Channel specific CC (Control Change) messages.

If you deactivate CC, the entire grid will disappear. But you can be specific about which controller are sent.. This can be very useful when simultaneously controlling multiple devices - each can have their own unique configuration of Controllers.

Next lets define what each of these Knobs are set to send.
In the lower left corner of the screen you will see "PART 1--Common" because we are editing parameters that are common to Part 1
Tap PART 1 to see the selection option pop-up menu

Select "COMMON" at the top of this list -- This is the PERFORMANCE COMMON and will apply to all 16 Parts...
Touch "Control" > "Control Number"

Here you can define, for this Performance, what each of the controllers is sending OUT via MIDI
The 3 items in a black background are global settings (you can set them by taking the shortcut to "MIDI SETTINGS" in the lower right corner.
And you can return with the similarly located "CONTROL NUMBER" shortcut.

The settings you make for Control Number within the Performance will apply to this Performance only. You can customize it as you require.
CC Numbers can be set to 1-95 or Off. If you see an exclamation mark before a number - it is denoting you have a conflict. Conflicts are resolved by one controller being ignored.

Resolve conflicts before proceeding.

When you recall this EXTERNAL CONTROL Performance in order to activate ZONE 1 you will need to tap PART 1 in the screen... now all the physically controls will be transmitting on that channel, all CC messages require a Channel. You must select which Channel you are going to transmit On.

The keyboard, MW, PB, FCs, Slider, Assign Switches, will automatically be ready to transmit
The Assign Knobs normally send system wide messages as they have a role that allows them to transmit across multiple channels, in order to have them address just your one Part slot you need to *select* that Part slot. So for the Assign Knob to send cc you must *select* PART 1.