To be able to do this appropriately I need my large keyboard (QS6) that has arrow up and down for changing patches. And lets say that I am at patch 21, then I use mouse to select directly patch 66, next time when I press arrow up it changes to patch 22, which is very annoying. The same property is with my other keyboard (M-Audio Oxygen).
The problem here is that the hardware
sends the patches. I don't know if it's possible but it may be, to send to the hardware a patch change message so it recognizes that you're on patch 66. The hardware is on patch 21, when the software is told to go to patch 66 the hardware still thinks it's on 21. So the two most obvious solutions are to see if you can send patch change information back to the hardware. When using a soft synth this would mean setting up another MIDI track to control patch changes, maybe even two, one "routing" MIDI track to send patch changes to the soft synth, and one to send patch changes to the controller.
I don't think this is a limitation of Live, but a routing problem, you've got me curious, because it would be pretty cool to be able to do this. I'll mess around with my Novation Remote SL and see if it can do this.
Of course the other solution is to use your controller to change patches and not your mouse.