I don't know where modifier settings are, and I haven't used them at all. Assigning the CC to the block globally helped.
On the MIDI controller front, since the Paint Audio MIDI Captain completely uglifies expression pedals, I've set up my HX Stomp board to control my Axe3.
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The three snapshots jump to the three presets Im living in. Mosky Dual Switch cycles through scenes. DMC.micro left button is tap/tuner and right swaps HX Stomp between snapshot mode and Stomp mode (revealing three CC switches that change function per snapshot) or can be held for two more CC switches. And the expression pedal is quick and smooth!