I recently learned this process, too, albeit with a Meris Polymoon. It seems like most modern devices treat program changes as something different than CC messages. PCs change between different presets or sequences, and CCs change parameters.
(I assume this works on OT as well, but I’m only familiar with the Digi boxes)
To send a program change on the DT, go to the midi track you want to use in step record mode. Set the midi track to the channel you want to use, say ch5. Drop a trig, and on that trig, p-lock the program change value. Put the Dark World into that boot mode, press play, and you should be ready to go!
Based on what you quoted from the Dark World manual, it shouldn’t matter what value the program change is sending. You might not even need to do it via a trig/sequence- adjusting the PC value on your preferred midi channel while the pedal is in that boot mode might do it alone. But I’ve used the p-locked PCs to change presets on a per-step basis, so I know that will send the PC message at least.
You can then test from there using CC#15 on ch5 to adjust the mix and confirm whether or not it worked.