I just tried your exact settings, and swept from unison up an octave using MIDI CC -> PED. I'm also at a loss. From your description, even the MIDI channel is set correctly. Have you verified that your GLOBAL -> MIX setting is OFF? Can you 'flex' an octave in Play mode using the middle switch (or an expression pedal)? That's all I can think of at the moment.
I like to move the Pitch Mix over to A10 + B0 in a single shifter patch like this. If it's set to A10 + B10, you'll hear a reduction in amplitude. A0 + B10, you'd hear … no output. But you should still hear some pitch shift at anything but this extreme.
