I agree with Nick… The examples he's outlined will help us determine what's going on.
Have you tried different cables? I have one set that won't always work because the plug's too big and doesn't fit securely.
TF MIDI OUT >> MF MIDI IN – right?
The TF is in BANK mode, right? (not play mode – this shouldn't matter on the MF, since it's receiving)
Have you tried re-initializing both pedals? From the manual… "To restore System settings, power up ModFactor while simultaneously pressing the Right Footswitch and the Encoder until [CLEAR SETUP] is displayed."
Please note, though, that even though the above is supposed to leave your presets in place, please back them up first. There is another procedure that WILL overwrite your presets, almost exactly like the one above, so just to be safe… backups are never a bad idea.