Aswell as setting LED feedback settings globally for the controller input. LED feedback settings can be overridden on a per mapping basis.
In the mapping settings form you will see a section titled LED Feedback Override (1) which has 2 options Default and Custom.
Leaving it set as custom means it will use the LED settings set in the controller input. Changing this to Custom allows you to override these settings and will display more options.
Uncheck Send LED Feedback (2) to turn off LED feedback for the mapping.
The LED settings here (3) will update to match the selected Controller Input’s global LED settings when you select it in the Controller Input menu.
The Send Feedback To (4) section gives you the ability to send the mapping’s LED feedback to different conroller inputs on your midi controller. Setting this to Controller Input means it will be sent to whichever input is selected in the Controller Input menu of the settings form.
You can select multiple inputs to send LED feedback to by clicking the plus/minus buttons below (5).