Don’t blame yourself. Since neither the Motif-Rack, nor the MX, nor the refaceCS feature Breath Controller jacks, I can see why you're frustrated.

Breath Control is pretty much like any other MIDI Controller that sends a cc message with values 0-127 (MW, FC, Aftertouch, etc). The way Yamaha innovated Breath Control, it was a function of the Keyboard Controller. Since your keyboard controllers do not contain a port to which you can connect a Breath Controller (nor does the Motif-Rack), it follows that your DAW will not see its message. It arrives in the tone generator and it dead-ends there. Yes the target can respond but missing is the merging of the signal with messages from the keys. The DAW needs to see both you pressing the key On, and the stream of messages fro the BC device. (I assume you connected via MIDI).

Back in the day, when you played a Yamaha synth or module that contained a BC jack, the Breath Control signal was merged in the keyboard controller so that both the data from the BC and the keyboard were merged to go Out the MIDI jack... making it possible to record your performance Out via MIDI.

You don’t mention where, how, or what you are using as a Breath Controller... but we are going to take guess you have it plugged into the MIDI IN of the synth you are trying to control. That will be sufficient to make the Tone Generator of the synth respond to it. But how is that signal going to get to your DAW?

I tried changing dip switches on my ancient but trusty Anatek Wind Machine midi interface...

Sorry, I don’t know this device, contact them maybe they have suggestions on how to record the signal from the BC to a DAW. I am assuming it connects to the target via MIDI. You need to get the BC messages to your DAW merged with the Note-On events you play on the keyboard controller.

It will always be true, that playing an instrument directly, is always slightly different than playing it through MIDI. Playing a BC that is apart of the instrument allows the all important merging of control messages so they both travel to the MIDI Out together.
A synthesizer does not address itself with MIDI messages, it may generate MIDI messages when you interact with it... so that when those messages are played back to it, it will respond as if you were still interacting. But in does not use cc messages to talk to itself.

What you want to find out is can you get the cc02, or whatever cc you have it sending, to the DAW software.

Oh thank you, Mr. Bad Mister!
You are correct in assuming that I am using MIDI IN. Your explanation shows why my attempts at a solution did not resolve my issue. So you've saved me lots of time that I would have spent assuming it was user error. (I've been wrong about so many things....)
I will try MIDI merge devices/USB breath controllers/DAW forums and report back.
Barbara

Follow up on the issue of getting breath control data into a DAW. After pondering the previous explanation, I found that it was simple - instead of connecting the breath controller interface (Anatek) to Reface MIDI IN, I connected it to the MIDI IN on my audio interface.