I’ve recently got the demo version of Octavox, almost entirely for live performance (adding harmonies using my midi piano while singing) and am considering buying but there’s a real deal breaker – I can’t seem to use the sustain pedal on my piano in the way that I would expect it to work i.e. holding the last chord, allowing me to get to another chord while keeping the previous harmony going, until I release the sustain pedal.
You should be able to get close to what you're looking for if you set the MIDI mode to "Routed." This mode will sustain the chord you've played until you play a new chord.
It sounds like what you're looking for is "Gated" mode, but with the ability to sustain the notes with an external pedal. This isn't currently possible, but I've brought this up as a feature request that may be added to a future version of the plug-in.