Today I got an answer from Allen & Heath Support, just in case anyone else is having this issue….
Hi Stefan
Thanks for reaching out
What you describe isn’t a case where the LED feedback to the Xone:K3 is not working correctly, rather it is the fact that the functionality of the Ableton Live parmaters you want to control do not of themselves, produce MIDI output commands when hardware controls are assigned using the app’s default MIDI Learn option.
While it is possible to configure a K3 switch button LED to display BLUE when the associated SOLO button parameter is ON using the REMOTE LED MODE option, disabling the same software control will not affect any state change of the hardware LED’s display, since the application doesn’t send a NOTE OFF messages corresponding with the change of states.
While it’s also possible to configure the K3 hardware to drive a button’s LED state by using the LINKED LED MODE, and you can also assign the corresponding SWITCH MODE to function as a TOGGLE switch (i.e. PRESS ON / PRESS OFF), unfortunately Live’s SOLO buttons are not suited to toggle actions.
In order for the K3 LEDs to behave as you descibe it would be necessary for the host application to output MIDI messages to the K3 device when the state of any/all of the various buttons affected by any SOLO command changes.
This is not the case.
Live does not output ‘note off’ or other general MIDI command Solo buttons become inactive, so the hardware does not recieve an update if an active SOLO is deactivated, or or for when one is active and the next action is selecting another (thereby deactivaing the first and activating the second)
In order to achieve the functionality you describe, additional scripting would have to be implemented within the host app to enable the various parameters and functions to operate accordingly.
It would be possible for a Max for Live script to enable this level functionalty. Or the Control Surface Studio app might provide similar means
Alternatively, the use of other ‘macro’ functions within the DAW that do provide output MIDI commands, may make it possible to assign other ‘un-used’ parameters to the K3 buttons you want to use, in order for the app to output commands required to enable the switch LEDs to operate the way you want them to.
>>When I don’t quit Xone Controller Editor and leave it open while in Ableton Live, the LED Feedback works also for second row.
This happens because the Xone Controller Editor does send the corresponding MIDI command to the K3 unit to affect the switch buttons state change and/or the colour of the LED displayed.
As soon as I close the Editor it snaps back to what I described above.
This confirms it is the DAW that does not provide commands required by the hardware, rather than it being any inherent problem with how K3 works.
>>(unfortunately) I cannot edit all 3 connected in your Editor Software (hope you make an update someday 
Noted.
Sorry, I appreciate that could provide a practical work-around solution that is not currently possible.
This level of functionality for the Editor, however, is already among feature requests we have on file for future revisons of the app.
- Your hopes are also ours
kind regards, Al