it's pretty much covered in my above post.

set an 'in' for select/store+set hotcue, use learn to assign it to the button you want, make sure the settings are set to button, and set it to whichever hot cue number you want it as.
set an 'in' for 'send monitor state' and learn that to the same button as the hotcue
then set an 'out' with following settings;
Hot Cue State [x]
Controller range @ -1 for min and max
midi range at 3 (min) and 4(max)
invert and blend off
and set that to the same cc/note as the associated button.

be aware, that this method may cause pops/crackles on windows based systems.