So, I was able to get Live Sets to change with the corresponding MSB/LSB/PC data but only in MIDI I/O Single mode. But I want to also still play the 2nd keyboard with multizones (mox6) and drive different midi channels(9-16) on the Montage. But to do that I need to be in MIDI i/o multi-mode. What gives? How can I send MSB/LSB/PC commands to switch live sets and continue to play different midi channels on the Montage from the 2nd keyboard?

The basic MIDI Receive Channel is 1.
You can change that, as you discovered, by placing the MIDI I/O mode = Single.

However, if your goal is to use the Montage multi-timbrally, you'll want to use MIDI I/O mode = Multi, and address it on MIDI Channel 1.

To select a Live Set you do not have to be in any particular mode or on any particular screen. You can be on any screen within the architecture.

Once you have linked a Performance to a User Live Set slot it can always be recalled by the MSB/LSB/PC assigned to that slot.

You could be looking at the Home screen of the CFX Concert piano, when you send the MSB/LSB/PC message or you could be on the Live Set screen. You could even be editing/tweaking on the Motion Sequence grid. It does not matter. (There really is only one mode). When the message is received the Montage will go to the selected program.

Bank: User 1/Page 1 = MSB/LSB 62/0, PC is 0-15 for slots 1-16
Bank: User 1/Page 2 = MSB/LSB 62/1, PC is 0-15 for slots 1-16
And so on through to...
Bank: User 1/Page 16 = 62/15, PC is 0-15 for slots 1-16

Hope that helps. Let us know.