I have a Sony 830 with out the two way remote but I also found some things difficult when learning.

One of the things I noticed with most of my Sony gear is that some buttons only require a tap and the Neo will learn, and others need to be held down until the Neo beeps and says ok. Try buttons both ways until it learns.

Also, the system off button is pretty much unlearnable but here's what I did to get the "off" codes from that button. I noticed that the little red light on my sony AV remote blinked about 8 times when I used "System Off" so I tried to sheild the remote then unsheild fast enough for the Neo to learn one discrete off code. It took about 30 or 40 tries, but I got a discrete off for my Reciever, DVD, and TV.

Patience is a virtue I guess. Although, I could be wrong, that two-way remote could be your trouble. But I bet if you try tapping some buttons and holding down some other buttons, it will learn.