In the past, I would use the tempo knob to make these adjustments on the fly. There is a way to place the keyboard in a workaround-mode for presenting a knob to adjust tempo. In this case, the jog wheel can be used to vary the tempo manually. Set arps on timing relative to tempo and I suppose the sensitivity of the jog wheel could be used by using setting the arp tempo multiplier to 50%. This is, however, as far as you can go speeding up the arps in order to make the travel of the jog wheel less when changing the arp speed.

See:

https://yamahasynth.com/forum/tempo-setting-only-through-touchscreen

For more discussion which seems to match partially how you're wanting to use tempo.

I had a thought I'm going to try. I don't know if it's practical but I guess I'll see.

Cubase has a way of analyzing an audio file and figuring out its tempo. Once that's been done, you can then alter the tempo of the audio without changing its pitch. You can also generate a Cubase Tempo Track from the audio.

Once I have that Tempo Track, it might be able to continuously control the tempo setting of the Montage, in which case I might be able to have arpeggios follow the varying tempo of the original audio.