For an expression pedal to work, your VST instrument needs to react to CC 11 - not all plugins accept that. You can re-direct your controllers using a MIDI filter (e.g. change Expression to Modulation) via a MIDI filter, but these you only get starting with Cantabile Solo - not Lite.
Not sure about your last sentence:
Also, I noticed that when the pedal will not work, it is not the first selection available on the choose route target dropdown.
Not quite sure what you mean - a pedal should not be the target of a route, but rather the SOURCE. Maybe you can post a screenshot of your issue?