You mentioned that the PSR-E463 doesn't have a Freeze function. On the other hand, using the Steinberg USB driver would let you use the PSR-E463's USB audio as well. The PSR-E463 has USB audio in its USB data stream, in addition to USB MIDI, hence it needs the Steinberg USB driver if you use a driver- which shouldn't be required if you're using only USB MIDI with the PSR-E463. If that sounds odd, Yamaha owns Steinberg, and several of Yamaha's keyboards and synths use the Steinberg USB driver because that driver is able to handle USB audio as well as USB MIDI, whereas the Yamaha USB-MIDI driver cannot handle USB audio. I think it should work without a driver, but if you have to use a driver then it must be the Steinberg USB driver, not the Yamaha USB-MIDI driver. You can record MIDI notes by playing, then playback the notes and it will send the data to the keyboard, which will send the audio back to the computer.Are you trying to use it with the Steinberg USB driver, or without a driver? You need an audio interface for this, then you can set up the keyboard as an external instrument in Ableton.

If you want to use Ableton to trigger notes in the keyboard or just record the keyboard's internal sounds, you need to send the audio from the keyboard to the computer. Secondly, if you have an audio interface, you can then plug the output of the keyboard's audio into the input of your audio interface, and record it that way. You should be able to play the Ableton synths with the keyboard. Try adding an Analog or Operator instance to a track, then arm the track, and try playing the keyboard. You just need to add an instrument to the project so you have something to play. It looks like you are already set up for that. The simplest way of using it is to just use it as a standard MIDI controller. Connect the audio output of your keyboard to the computer with some sort of audio interface.Use the keyboard as a MIDI controller only, and use it to play Ableton's built in synthesizers (or any VST instruments you have).So you can use it as a MIDI controller for Ableton, but not as a sound source (at least not without additional connections). So it looks like that keyboard supports MIDI via USB, but I don't think it transmits audio as well.

Yamaha psr e403 connect to computer