From a technical point of view, the USB protocol is bidirectional, so the working output implies that this is not a hardware problem.
Yamaha documents receiving USB/MIDI data here:
https://manual.yamaha.com/mi/common/computer/en/computer_en_rm_v0_06.htm The P45 does not have most of these settings, so it is not possible for them to be wrong. (It has "MIDI Transmit Channel", but that should not matter because the test programs would show all channels.)
I guess "Digital Piano-1" is the only port that can be selected?
As far as I can see, all your MIDI tools are web sites. Can you check with a native app like
Pocket MIDI or
MIDIView?