Ok, I think I might have a tip. The only thing is I'm not totally sure if you are using virual instruments or hardware. My tip would only apply to virtual instrument which seems like it's what you are using.
Did you set the MIDI inputs of your instruments to the correct channels in Cubase. I know most DAW's default the MIDI input to Omni which means that no matter what channel you are transmitting on the instrument will recieve messages.
Say you have a piano and strings that you want to blend. Set the input of the piano to MIDI channel 01 and strings to 02. Now if you want to play these live the actual keyboard needs to send on both 01 and 02, or in Omni. However the slider that you want to control string volume can only send on channel 02. Now I'm not sure if your CME can do this but maybe somebody else can take it from here.
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