Make sure your MOXF is updated to version 1.10

The behavior of the [AF1]/[AF2] buttons can change when you change from Voice mode to either Performance or Mixing mode, and then again if you then activate the Zone Switch in MASTER mode.

Each Zone, each Part, each Voice has settings for the activity of the buttons. Which scenario has priority depends on what you have going on. The AF buttons always default to OFF (LED unlit) when a program is stored/recalled. Because the buttons can be set individually whether they behave as "latch" or "momentary" as required, a natural paradox occurs when you are addressing multiple Voices, how can a button be both momentary for one Part, and latch for another Part. It can't.

So when a Voice is placed in a PART (that's Performance, Song, or Pattern modes) there is going to be a separate set of parameters that address the "latch/momentary" behavior of the buttons. Further, if you then associate that Voice, Perf, Song or Pattern setup with a Master, the buttons may behave one way or another depending on the status of the Master's "ZONE SWITCH". The Zone Switch activates a new relationship between the MOXF Controllers and the internal MOXF Tone Generator. All transmitting functions are determined by the Zone parameter setup when it is ON. All receiving functions are determined by the setting in the associated mode.

in VOICE mode you can assign the [AF1]/[AF2] buttons as Expanded Articulation Controls, or as assignable On/Off switches within a Control Set. As XA Controls they can dynamically be used to switch which Element (Oscillator) is sounding in response to note-ons. The behavior can be set to either "latch" (hold) or "momentary" to give flexibility to this realtime function. For example: It can be used "momentary" to give a quick spiccato bow stroke on a solo violin phrase, or "latch" to completely switch to an entirely different Waveform articulation like pizzacato.

From VOICE
Press [EDIT]
Press [COMMON EDIT]
Press [F1] GENERAL
Press [SF4] OTHER
Here you can set the latch/momentary behavior for the buttons for this VOICE in Voice mode.

If you recall this VOICE in a PART, be it a Performance Part or a Song Mixing Part or Pattern Mixing Part, you will need to have just one setting for the latch/momentary option. All Parts will necessarily follow the "Common" setting. The button cannot be set to do both.
From PERFORMANCE or MIXING mode
Press [EDIT]
Press [COMMON]
Press [F1] GENERAL
Press [SF5] OTHER

You also can set whether the buttons activity is received on a per Part basis (via the PART's RCV SW parameter). So it is possible to have a Part entirely ignore (filter) the status, even though the Voice was originally programmed to respond.
From Perf or Song/Pattern Mixing:
Press [EDIT]
Select a PART [1]-[4] or [1]-[16]
Press [F5] RCV SW (Receive Switch)
This sets which controllers will affect the tone generator per Part. Receive Switch must be marked for AF1/AF2 to be received.

This is scheme continued up one more layer within the architecture...
If you associate a Voice with a MASTER, it will either follow the setting as made in VOICE mode (Zone Switch = OFF) or as set within for the individual Zone settings (when Zone Switch = ON).
If you associate a Part with a MASTER, it will either follow the RECEIVE SWITCH setting as made in the Performance or the Song/Pattern Mixing (Zone Switch= OFF) and it will follow the TRANSMIT SWITCH setting as set within the individual Zone settings (when the Zone Switch = ON). There must be a Zone Transmit Switch and a Part Receive Switch activated for the AF1/AF2 button to function.

So when using a Master, how and even if the [AF1]/[AF2] buttons have affect will depend on the Zone Switch. If Zone Switch is OFF, then the behavior of the buttons is the same as stored in the associated mode, where Receiving the message has an affect. If the Master's Zone Switch is set ON, then the TRANSMIT SWITCH setting per the Zone determines the behavior of the buttons. But you have to be careful, if you deactivate the RECEIVE SWITCH (a function of the Tone Generator) for AF1, activating the TRANSMIT SWITCH in a MASTER ZONE will have no affect. You will be sending the command alright, but the Tone generator will not respond.

You are saying the opposite is happening, you are pressing the AF1 button hearing what you expect but the light does not indicate the status... Does this occur while editing and after you STORE the Master? Are you in a situation where the Zone Switch (and therefore Zone Edit parameters) apply?

Remember, also that if the Zone Switch is OFF, then you must be transmitting according to the rules of the associated Mode.
In all cases this will be determined by the lit LED when the

button is selected... You transmit through the Midi Channel of the corresponding Track. In Performance mode all Parts are on the same Midi channel, in Song/Pattern Mixing each Part could be on a different Midi channel. And you can only transmit to one of them at a time if that is the case... Unless (as you know) you use the ZONE SWITCH ON and you associate it with a Song/Pattern Mixing that has Voices assigned to Parts and the Channels match the Zone INT Transmit Channel.

I am layering the edited Voice with two other Voices in Pattern mode that have AF1 functions that I do not want turned on. Since I saved these as Mix Voices before editing the "Sweet Pan" I thought it would be easier to use Pattern Mode to filter out the AF1 messages than digging into the Mix Voices and editing there

I'm not absolutely sure what you mean here. To "filter out the AF1 messages" should be done with the Pattern Mixing > Edit > Select the PART number > [F5] RCV SW clear the boxes for the Parts you don't want to respond to [AF1]. So the significance of what you describe is unclear.

As a workaround I set the two other Voices to a different Midi channel in Pattern Mode and then set up the layer in Master Mode by assigning the "Sweet Pan" Voice to Zone 1 (with AF1 turned on) and the two other Voices to Zone 2 (with AF1 turned off) To be clear, the AF1 function is turned on (not filtered out) for all channels in Pattern Mode, but only on Zone 1 in Master Mode. I am filtering Expression on all these Voices in Pattern Mode. In Master Mode, Zone 3 is set to a different Channel, with no keys active to transmit Bank/Program Changes to an External device and Zone 4 is off.

This sounds as if you have set the ZONE SWITCH ON since you say you are transmitting out to an external device. But you'd need to verify this for us, you imply that the switch is On, but stop short of saying the words.

The ZONE SWITCH is found from the main MASTER screen at [F3].

If the Zone Switch is OFF, then the AF1/AF2 buttons will behave as programmed and stored for Pattern mode... You would have to "select" the TRACK to make the buttons work for the corresponding Part. If the Zone Switch is ON, then the AF1/AF2 buttons will take there function from the "TxSwitch" setting per Zone of the Master, and the RCV SW setting within the Mixing. Transmit > Receive. If all PARTS are on different MIDI Channels then a ZONE TxSw activation is available for each, and the corresponding RcvSw must be On in the Pattern Mixing.

Anyway let us know