In my experiments thus far, I’ve been exclusively working with “MIDI” tracks connected to ‘rack instruments/plugins’. (Edit, I tried exporting instrument tracks for Live, and plugin end points, nor automation lanes are intact with Instrument tracks).
If I use the Live export method in Cubase, automation lanes associated with MIDI Tracks do not get exported (or if they do Live is not importing them).
If I export as MIDI instead there are a few ways to get it over to live.
Give this a try first.
Locate the track with automation lanes that you wish to export and select it, solo it, select all the events on the track, and set the project locators to include them all. Export a MIDI file with the options ticked to export automation data.
In this example I have an applause MIDI Track that links up with an instance of Sonic in the instrument rack. Notice it has several Automation Lanes for several CC events.
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Right click the track to be exported and choose select all events.
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Solo the track so it gets exported all alone.
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Tap the P key on your computer keyboard (Sets the Project Locator to include all selected events).
File/Export/MIDI File…
Set up where the written file should go and be named…
You’ll get a popup with “Export Options”, so make sure the “Export Automation” option is ticked.
Now import this track in Live. The way I have had the best luck so far is to first create a layer in Live. I load the Plugin into the layer and get the proper VST Preset into it, so it’s in the exact same state it was over in the Cubase project.
I’ll left click one of the MIDI INPUT area and choose, “Tracks/Create Track”.
Go to the “Tracks” tab of Live, make sure the play cursor is at the beginning of the part (or wherever you want the import to begin on the timeline), click to select the new track just created, then click the import icon in the second tool bar from the top. Import the MIDI file. I can see that the CC data is here in the track. It is playing back properly for me.
Note, there are dozens of ways to convert automation formats in Cubase back and forth between Automation Lanes, MIDI Parts, Note Expression, and more. For some projects you might need to first do some conversions to get everything working through continuous controller events rather than VST lanes, and then export.
I.E. If a track uses true VST Automation Lanes to directly modulate a VST Parameter in a plugin…convert those lanes to some unused CC, open the plugin and ‘learn’ the control you wish that CC to modulate, then export the plugin preset and track(s) for Live.
It ‘might’ be possible to copy/paste automation lanes between apps, I’ll have to give that a try next. I’ll make a new post if I find this possible. (Edit, I just tried it. No dice 
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