Download drivers from here: https://usa.yamaha.com/products/music_production/synthesizers/montage/downloads.html

Looks like 10.10 falls within this range: Yamaha Steinberg USB Driver V1.9.10-2 for Mac macOS 10.13-OS X 10.9.5

If you want the performance associated with a MIDI recording, use Song&Perf.

See http://www.yamahasynth.com/blog/montage-connect-ii under "Step 2: Rename the song and store Song and Performance Settings"

You can also view https://www.youtube.com/watch?v=ku39jiK7x8Y

If you want to record audio, pick "Audio" instead of "MIDI" under the Play/Rec menu.

audio recording is problematic...I never do it but now that I try I am not getting anywhere. how do you name the song? it goes in circles. you press record and you get "newaudiorec" will be overwritten but there´s nowhere to name you recordings....when you click on the name of the song you only get "load" and not "rename". what am I supposed to do here...pretty lame really...not intuitive at all... update: ok now after messing with it for 15 minutes I see: you have to "load" a new audio file and then name it and then record it...but really...not intuitive in the least...

Does [UTILITY] then "Data Utility" let you rename audio recordings?

I have got montage 6. I tried to record my performance. It allowed me to save only as a Midi file to USB stick. Every time I select play from USB, it shows me all the midi files with the same name I have saved, but when I play, its sounds very different. when I checked why is it so, I came to know that the performance tone I have used is not getting saved to midi. I stays CFX+FM EP instead of Mr.side chain. Then when I go to category search and when I change CFX+ FM EP to Mr. side chain, I hear my actual performance. I have to do this every time for all midi files. I wanna know is this usual or unusual?

No, here's what is happening.

The MONTAGE "Performance Recorder" has two components... one that records the currently selected Performance as MIDI data (this data is written into the MONTAGE internal memory and is kept in your "Data Utility" > SONG Folder); the other component allows you to record your Performance as Audio data (this data is written directly to a USB stick inserted in the MONTAGE "To Device" port).

The MIDI data can be exported as a .mid file (or you can simply drag and drop the SONG Folder contents directly into your computer via MONTAGE CONNECT - more on that later).
The AUDIO data is recorded directly to an external USB stick (it does not reside in MONTAGE internal memory, at all). This data is created as a stereo 24-bit/44.1kHz .wav file.

You can find an excellent step-by-step guide in the Yamaha Music Production Guide (from 5/2017).

When you call up a PERFORMANCE, you can engage the recorder by pressing the RECORD button - this act creates a NEW SONG.
It takes you to the "Play/Rec" setup screen. You can select "MIDI" or "AUDIO" at this point.
MIDI is selected first...
If you record (press PLAY [>]) you get a one measure count-in and recording begins
STOP when finished
I recommend you touch the Title box and RENAME the Song immediately (the default name is just "NewSongXX") which you will quickly find, non-helpful.

You can now, touch the box "Store Song & Perf Settings" - this will write the SONG and the current Performance settings you are using into internal memory, linking the two so when you recall the SONG it will know go and get the PERFORMANCE.... or you can touch the box "UNDO" to clear the last recording and ready to do another take.

You do not have to LOAD a MIDI song from a FILE. Once you create a SONG with the MONTAGE Performance Recorder, it remains in memory until you either DELETE it or you initialize all USER Settings.
If you did not create the SONG on the MONTAGE recorder, you can Load a .MID file, but again, you only need do this once. The file that you load will be installed in your MONTAGE Song Folder and it will remain in memory until you either DELETE it or you initialize all USER Settings.

So if you see the same SONG several times, it is there because you thought you needed to load it. ONCE is ENOUGH. Here is how to see what you have in your SONG Folder (it can hold 128 Songs)

Press [UTILITY]
Touch "Contents" > "Data Utility" > Song Folder
In the SONG folder are all of the SONGs you've played, and/or loaded.

MONTAGE CONNECT is a computer utility program that can establish communication via USB where you can "capture" and restore Performances via Bulk Dump, you can also look into the MONTAGE Song Folder and drag n drop any SONG file directly to your computer. You can setup your DAW to expand the data into a full project - in just one step.

... on renaming audio recordings - the [UTILITY] area doesn't allow you to change to the USB drive and rename? Odd. I never implied audio recordings were stored internally - but it's odd that the file system is so disconnected from the USB drive if the guidance is correct. If it is, guess you need to take the stick out and plug it into a computer to rename the file. Carry around a laptop so you can do this if you need to.