midi cc# can't control LFO depth?

Been trying for hours. My searches are making my head burn! Is it impossible to modulate the lfo depth by mod wheel from a controller? The simplest thing you would want, right? What am I missing here? I know the Live will record cc's, but doing it live from keyboard?
Any advice welcome. I have read the manuals/Bible/Youtubes....

Have you got your Wheel > LFO turned up in the LFO Modulation page?

It may only work on a Keygroup Program...
Seems like my Pitch Bend from a controller only works in Keygroups not Drum Programs.
I may be doing somethin wrong, tho!