Geo,
I have a Sony30ES with two way remote and have managed to teach the Pronto the Video1 and TV turn on commands BUT only at the template button level on the pronto. When I try to teach those same commands to the device menu on the Pronto it does not work. I get some of the same experiences you describe.Try programming at the template button level and see if it works.

I am waiting for the edit software to see what is really going on at the device menu level.
Surf