@Martial_Autist, I spoke with the dev team and they had some additional information to share which seems to coincide with what you discovered.
Before the 5.0 update the FX1 of each deck was the same as the FX Pad. We changed that for the 5.0 update, so these are now separate.
However, the FX Select button changes FX 1 => Please switch to Manual FX first and check if it’s changing anything there.
Furthermore, the FX Select button as well as the FX On button are handled internally by djay, therefore djay does not show the MIDI signals in the MIDI Learn tool.