Is Montage CONNECT supposed to save system settings (e.g. Direct Monitor, Local Control) along with the Montage Performance into a Cubase project file?

No, Montage Connect is able to capture and restore your current Montage Performance settings.

If it doesn't save system settings, please take this as a suggestion to add that feature, which I think would be very useful.

Will do.

Thanks!

What I'd like to see is that when I open a Cubase project, the Montage "automatically" gets configured exactly the way that project requires. Currently, I need to either remember or make notes for each project about the settings for Local Control, Direct Monitor, audio levels, etc.

I wonder if you can have a default SysEx command saved as a project template which, when played, will setup these parameters.

00/00/09 sets the global local control on (=01) or off (=00). 00/00/27 sets direct monitor on (=01) or off (=00). I'm not sure which audio levels you're trying to set - but the data list should have the docs to show what to set.

I could be way off on my Cubase terminology since I do not use the software ("template"). But something like this may do the trick and help automate what you now do manually and by paper notes.

I did a search on yamahasynth.com to find a previous message where I map out how to generate the SysEx from the above data - and found a message you left on superknob blinking. So - there's probably much more handholding than necessary judging you've already mastered SysEx. I'm thinking more of the previous hex dump message. I'll leave all the verbosity there and here as well for others.

For others, the general pattern to change a parameter is "F0 43 10 7F 1C 02 ah am al dd ... F7" where above I show 00/00/09 this means ah=00/am=00/al=09. And "dd" can be one or more data bytes. For the previous commands of on (01) or off (00) - these would only be one byte. Direct monitor ON as: "F0 43 10 7F 1C 02 00 00 27 01 F7", for example. Fit the pattern similarly for the other messages.