Hi Vince,
It all looks good, not sure why it is not working... But perhaps you can try this instead:
<action label="Action 04">
<trigger type="Midi" specifier="Down">Channel 0 - Message 9 - Index 3</trigger>
<tasks>
<task type="Playback Direct Button 03" feature="Play State" function ="Set">
<argument type="Play State">Go</argument>
</task>
</tasks>
</action>
It isn't actually documented, but I found that command while digging through the code a while back.
I will also attach the Cuelux midi documentation to this post.
Let me know what works and what doesn't, it might be a bug. Or perhaps this command needs a Note On instead of a Control Change... If I have time I can test it at the end of the day, but currently I am very busy unfortunately.
Greeting,
Bootsy