The CP33 is, in my opinion, a pretty basic, mid-range stage piano. It doesn't have any bells and whistles, just what you'd need for gigging. (These are my opinions, not Yamaha's marketing.) I've had it for three years, since I started learning to play the piano. I like it OK for what it was designed for. My biggest problem with it is I wanted better piano sound. That's why I've just gone into software pianos. Actually, I was thinking about buying a new, better DP, but I haven't been able to find one that I would plunk down the money for. And, I've discovered that I don't even need a new one now that I have software pianos.
I know very little about midi, and I'm really not sure what kind of modes you're talking about. The CP33 has a Master Mode, where you can split the keyboard, and you can use an external sound generator, rather than the internal one, or you can use dual instruments. I actually use mine in Master Mode because I split the keyboard so I can control the volumes of the two halfs. (To me, everything above middle C is not loud enough, compared to the lower half.) I've noticed at the bottom of the Midi Implementation Chart that it shows four Modes there, but nowhere in the user manual do they say anything about them.
I'm probably going to give up on BIAB here pretty soon, because I can do what I want to do in RealBand. At least I think I can. All I really want to do is create something in standard blues progressions with bass and drums, that I can use to practice playing along with on the piano. Nothing very complicated. At least for now. The real hangup in BIAB has been getting the "thru instrument", in this case my keyboard, to work properly. I wanted to be able to use my piano VSTi too, but you can't do that in BIAB 10.5. You can do that in RealBand, though. I've already spent two weeks on this BIAB problem. And I'm not knocking BIAB, it's mostly my lack of knowledge that's been the problem. Well,,,, I'm trying to learn more anyway.
Keith