I am struggling to record MIDI data. Let me explain.
I have a song. I press Command M to map the volume of to a fader on my USB MIDI Controller. MIDI Assigns successfully! Record MIDI Mapped Parameters to Automation is checked. I slide the fader, the volume of my track changes. Great success! I enable edit mode by pressing escape. I play the pattern. I move the fader. The volume of the track changes while the song is playing, but no automation data is written, either in the pattern or in the automation section.
Did you selected the parameter in the envelope frame as well?
If the square behind the volume slider has an envelope icon in it, your input has been recorded.