Checked midi in settings, pitch bend messages are definitely getting through. For some reason, it’s not saving them. Any guesses?
I had this issue so it may be the same for you. Turned out that it was to do with me recording in cycle mode, instead of it stopping at the end of the bars. This reset the controller at point where it cycled back round and wiped out what I had just done.
Like you, I could hear the pitch bend getting through and could see the messages in the midi info. I even manually plotted in a pitch bend using the touch pad and that was fine too. It was just recording live, until I realised I was re-engaging record to do several takes and at the point it came back around, whatever value the wheel was on, was set across the entire section.
Maybe you have a different cause but its worth testing.
do you have pitchbend turned on in settings → MIDI IN.
do you see them in the midi monitor (under settings->info) coming in.