Hi,
Could you please set the MIDI Input of the Mackie Control to Not Connected in Cubase, then add a MIDI track and add MIDI Monitor Insert plug-in to the MIDI track. Then press the Enter button. The press the Inputs button. What MIDI Messages did you get, please? Enter button should send MIDI Note A5 and Inputs button should send MIDI Note D#4 (if this is “Fader Bank 2”).