mod wheel mapping for dummies

Like Martin I’m suspecting something is not set up the right way.
Check all your midi settings, make you are not sending midi information to other devices or ports that might be looping around.
That includes the “All Midi In” settings, make sure only the appropriate midi devices are selected.
It might be easier to spot if you take a few screenshots.
Could also be something completely different, but let’s rule out the easiest causes first.