MIDI velocity only impacts initial level when the note is triggered. That’s why the volume/filter doesn’t change while playing the same note.
You actually want a MIDI CC message not Note Velocity. There is a MIDI CC message for breath controller but it doesn’t appear to be available in the Voyager. If you can configure the breath controller in the WX5 to channel pressure (or mono pressure, or aftertouch), then the Voyager can respond to that.
There’s two different ways to get this to work on the Voyager.
One is using a modulation buss (PEDAL). Configure the SHAPING control to PRESSURE then DESTINATION routed to FILTER or master volume (found in menu system). Set SOURCE to ON/PGM and adjust AMOUNT to taste. Quick and easy.
There is one other modulation buss (MOD WHEEL) available, but you would have to leave the mod wheel up partway and that may not be desirable.
The other option is pot mapping, which requires a little menu diving under EDIT. Pot mapping allows you to assign a MIDI CC message to any continuous control (not switches) on the Voyager. The Voyager offers four independent pot mapping settings per patch. To control volume with MIDI velocity open SRC & DEST Map 1 then set SRC to Velocity Attack, Dest to Master Volume, Direction to Normal, and amount to 25% or 50% or 100%. To control filter with MIDI pressure, open one of the other three maps then set SRC to Pressure, Dest to Filter Cutoff, Direction to Normal, and Amount to 25% or 50% or 100%.
Whereas we only have two modulation busses, we have four different pot mappings. But the amount on pot mappings is limited to off, 25%, 50%, 100% while it is continuously variable on the modulation buss. Pick your poison. I prefer to use pot mapping for velocity control and reserve the modulation buss when I need more variable settings for amount or real-time panel manipulation.
As for velocity control with monophonic playing, it only works if keyboard mode (under EDIT menu) is set to LAST NOTE or 1 KEY ONLY. If it is set to LOWER KEY or HIGHER KEY and you play legato, only the velocity associated with the lowest or highest note is effective. This is not a bug - the Voyager supports chaining for a polyphonic system and in operation this is the way it has to work. This has tripped many Voyager users.
Keep in mind that these are not global settings, and you have to configure this in each patch you want control with your breath controller. This may be easier using the editor, you can download it from the Moog Music website.