I noticed that the new djay 2 update has a feature when you can change the key (on the top left & top right corners). You press it, and use + / - to change the key slightly, and press the center to activate & deactivate key change.
Why I’m explaining all the obvious stuff is because the Pioneer DDJ WeGO has this feature too; I was generally surprised when I used the CTRL-A button on the WeGO and nothing happened. It works fine on Virtual DJ. Maybe you might have a problem with the MIDI signal of that button or something?
To sum up, I would love to be able to use every single feature on my WeGO with djay, and to fulfil that, all that’s needed is for the CTRL-A feature (key change) to work