If you're recording using the built-in audio interface at 44.1 kHz, you should be getting exactly what the Montage is producing. As a digital synth, the Montage just produces a stream of numbers.

If you really want to, you could play back your sequence using your DAW and use the built-in audio recorder to record it.

Its not exact in the volume department. You have to boost the input signal at least + 6db in the DAW or through an external audio interface to have the recorded audio at the same volume level as what you hear before recording it. Or you can increase the volume of the recorded track afterwards. I have repeatedly asked Yamaha about it "no comment" which tells me they are aware of it but have nothing to say to address it. Other than that it the sounds are the same just quieter in the recording.

But it sounds like your issue is something else. Are you trying to record a multi part performance to a single track or several individual tracks at once? If so then maybe research this forum on how to do those 2 things to see if you get better results.

There is also the Connect vst which will let you transfer Montage recordings (midi data) and drag them into your DAW.

It's exact in volume for me too. If it's different for you I'd suggest you check your Audio I/O settings and make sure you don't have the outputs/inputs turned down. Mine are all at the default of +0dB for output and 127 for input USB Volume.

The main problem with the yamaha montage is that we can't make MIDI's data into audio data, it's a simple job begin a hard job because we have to turn the computer on for it, it's totally impractical