Harmony and Sony Jukebox 90ES

I asked this in the Official Harmony One thread, and saw other Jukebox issues, but not quite my issue.
I have the Sony CDP-CX90es and a CDP-CX230 hooked up into it via the a link. My Sony remote is set to the number "2" on the top.
When programming my Harmony, it recognizes the name CDP-CX90es. It also asks for me to use my old remote to program, though. So I hit power, play, 1, and enter. It says its ready.
When using the Harmony, I can turn the juke box on and off, and hit play and use the up and down channel function to change discs.
I cannot, however, use the 4 way directional keys, or correctly assign the "sort" function to a key. I tried using the old remote and directly assigning these button presses, but to no avail. I do notice that it takes multiple presses of my old remote for it to be seen though. I change batteries and had a similar issue.
Am I missing something? or Does the Harmony not like my CD player? I would imagine that since the system is in the data bank that it should work, but then I am confused why it asks for me to input any commands.
Should I retry programming my harmony? Should I move the switch to "1", even though I use 2 as directed by Sony? Or will logitech customer support be helpful?
Any help appreciated. Thanks.

Sorry to self reply, but I did find that if I click devices, then my CD Jukebox when listening to CDs, I can control my CD player functions. Not sure why it does not work while in the activity, but perhaps someone has an idea or 2? Its not a catastrophe to click an extra 2 buttons to call up my CD player, just odd that when I am listening to CDs as an activity, my CD remote does not work unless I select it as a device. Thanks.

Thanks for replying.

My best answer is "I think so." I assigned the direction left to the direction left button, and did the same for all 4 directions. They all seem to work in device, but not activity mode. If my upper screen is blue (activity) the direction buttons do nothing. If its red (device) they work.

Is there a way to set up remote settings for a CD player for the activity of listen to CD that's different than for the device of CD player?

I don't mind hitting 1 extra button, as now I can control my CD player, I just find it strange that I can't use the activity of play CD to do just that.

Hope I am making some sense in my description.

I will try that when I get home, thanks.
I just thought since the Harmony was controlling my CD player (in the activity itself for some functions - just not directional buttons) that when I programmed the buttons for the CD (device) itself it would take over all functions.
Wish me luck.

Fixed, thanks.
I originally set the buttons up in device mode, I thought for the activity, but I should have set the buttons up in activity mode, as you wrote, instead.
Thanks again for the help.
Matt