i went into detail regarding the initial value and when it does work and when it doesn't work on the FM9.The External controllers in the MIDI setup area of the glibal settings can be set to listen to the pedal jacks, not just MIDI CCs. They have an initial value you can set. It might work for your wah.
the issue isn't setting up pedals to work with external controllers. the issue is that when turning on the device, a block with Auto-Engage is On when you want it to be off. there's no problem connecting pedals where the Learn function would assist.
in the long post, i outlined the specific settings needed (or not needed) to make that happen with the various options of Auto-Engage Off Value, Auto-Engage Type, and Initial Value.