It sounds like you’re on-track for controlling the HotKnob from the Reflex over MIDI, rdnzl . But I’m not sure what you’re expecting from binding to the HotKnob. The HotKnob or expression pedal control will be assigned to one (or many) of the parameters in the current algorithm. They will be stored as part of the loaded preset. So if that preset has – say, Delay A and/or Delay B – controlled by expression, then your CC #1 message will “change the tempo associated with the delays” (in Tempo On mode). If expression controlled Feedback, then CC #1 to HotKnob / Expression will sweep the Feedback values.
What particular preset & algorithm are you trying to control in this example? The easiest way to see what’s mapped into preset expression is to call up that preset in the H9 Control app. What bothers me here is that you don’t see Delay times as a common ‘target’ for expression. You could look under H9 Control -> Pedal -> MIDI Settings to see if CC #1 is currently assigned to anything else (such as Set Parameter 3, or Set Parameter 4). That might be contributing to what’s happening here.
I don’t program much through the H9 itself anymore, but there would be an equivalent process in the system settings of the physical pedal. The other option is to use one of the Reflex expression outputs instead of MIDI (I use both). You could test to see if you had the same results with changing delay times on that same preset. It’s actually more of a direct route, with most of the same features as MIDI output. Expression input -> HotKnob / Expression – or – CC #1 over MIDI; converted to HotKnob / Expression.