Cannot Record MIDI

I have loaded the latest 2.1.2 on Windows 10 64 bit. Connected my Yamaha p35 piano by USB (Not an extension but direct) which plays happily through Finale.
Audacity brings up the correct device connections however it does not record. I have tried both hitting Record and going to settings and setting record on Sound with no joy. I have rebooted but to no avail. WS-Audio device is shown as ready in Windows

Audacity can’t translate between sound and MIDI. (MIDI is machine instructions. It’s not sound.) If you can come up with an actual sound connection, we can record that. I record my Yamaha keyboard headphone connection.


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