Download the nightly build of Ctrlr, the stable version is too old.
a) Go to the device manager (the green circuit board icon on the main menu bar) select the devices you want to use in Ctrlr (one for in one for out i assume, for simplification select just out, that should be enough for start). Open the JX8P panel, enter Edit Mode (the second icon on the panel’s toolbar) a property panel will appear on the right side with loads of properties, the ones you are interested in are, the Panel MIDI Devices (IN/OUT), and the MIDI Channels (IN/OUT), select those that correspond to your JX8P, exit Edit Mode. Test the panel now, it should transmit messages to the device.
b) you’d need to create a slider/button/combo for program changes, i simply haven’t done that in the panel.
c) that’s just stupid but you can’t for now, but you can save the panel in XML format with each program, that will work. Also when saving with a project in a DAW/Host (AU/VST) the Ctrlr state will be saved with the project, so the information is never lost
d) nope, it’s somewhere on my todo list but very far away (if you have some coding experience you can write your own in LUA inside Ctrlr, it would be pretty simple)