DDJ-SX issues

Hi everyone!
I recently got myself a copy of Cross DJ to use with my Pioneer DDJ-SX.
So far it has not been working 100%.
I've done my best to follow the documentation for the mapping:
Setting up the DDJ-SX for Cross DJ: Enable/Turn on the IN button, the button does not light up for me so I don't know if it is on or not, I'm using the latest firmware.
In the documentation on page 2 it is then written:
Cross DJ Interace | Cue Monitor | Value1
Cross DJ Interace | Mix | Value0
Cross DJ Interace | Master Volume | Value1
I have searched everywhere in the software and I have no idea what this means or what I'm supposed to do. I wish the documentation could be more clear on what this is. I believe this could also be the reason why my headphones always plays out the master channel which for me is a big problem. On the DDJ-SX, the Master is a separate Cue for the headphones and it can be mixed with other cue channels using a knob. As I now always hear the master channel, the whole point of this is gone.
Other stuff with the MIDI setup which seems to be incomplete to me are buttons lighting up or not when they're not activated.
Of course all of this could relate to me preparing the DDJ-SX for Cross DJ wrong.
The Cue button for instance, normal behavior for any Pioneer gear I've used earlier is for the Cue button to always be lit once the cue point have been set. With DDJ-SX and Cross DJ in my own experience, the Cue button only lights up when I'm holding down/pushing the cue button.
Some might say this is nothing to care about but for me these kind of issues relate to how the gear gives me feedback about what's active or not.
Anyways, I hope someone could help me with my problems :-)
Thanks in advance for any help

I recently got myself a copy of Cross DJ to use with my Pioneer DDJ-SX.
So far it has not been working 100%.
I've done my best to follow the documentation for the mapping:
Setting up the DDJ-SX for Cross DJ: Enable/Turn on the IN button, the button does not light up for me so I don't know if it is on or not, I'm using the latest firmware.
In the documentation on page 2 it is then written:
Cross DJ Interace | Cue Monitor | Value1
Cross DJ Interace | Mix | Value0
Cross DJ Interace | Master Volume | Value1
I have searched everywhere in the software and I have no idea what this means or what I'm supposed to do. I wish the documentation could be more clear on what this is. I believe this could also be the reason why my headphones always plays out the master channel which for me is a big problem. On the DDJ-SX, the Master is a separate Cue for the headphones and it can be mixed with other cue channels using a knob. As I now always hear the master channel, the whole point of this is gone.
Other stuff with the MIDI setup which seems to be incomplete to me are buttons lighting up or not when they're not activated.
Of course all of this could relate to me preparing the DDJ-SX for Cross DJ wrong.
The Cue button for instance, normal behavior for any Pioneer gear I've used earlier is for the Cue button to always be lit once the cue point have been set. With DDJ-SX and Cross DJ in my own experience, the Cue button only lights up when I'm holding down/pushing the cue button.
Some might say this is nothing to care about but for me these kind of issues relate to how the gear gives me feedback about what's active or not.
Anyways, I hope someone could help me with my problems :-)
Thanks in advance for any help