And this page does not exist in my app

There is some discussion here covering some aspects of Soundmondo: https://www.yamahasynth.com/ask-a-question/soundmondo-not-working-anymore/?start=20

Note that the security error is a configuration error in the browser. Soundmondo uses SysEx MIDI commands to get its job done. Soundmondo on the web uses WebMIDI and the WebMIDI standard sees SysEx commands as a potential security risk and therefore requires the user to approve use of SysEx on any any website that tries to use a SysEx MIDI command. Usually, the browser will popup a message asking for permission. If you ignore this or do not grant permission, then Soundmondo may be denied the privileges it needs. Also note that you cannot use Chrome's incognito mode because this mode does not allow SysEx at all. This is another rule of how WebMIDI works.

Most of this is summarized here: https://www.yamahasynth.com/ask-a-question/soundmondo-issue#reply-82363

That post you will also see screenshots of what the browser should display when you first navigate to it and what the popups look like you need to answer correctly.

Unfortunately, Soundmondo doesn't guide you through the steps necessary to make it work better. It could ... and this would save lots of frustration and resulting support resources.

If you have an iOS device - then that would be easier to setup since it doesn't inherit the requirements of WebMIDI and, generally, has been implemented better than the online (web) version.

I'm trying to figure out how, now that I have my set list in the order that I want it, to get it INTO the MODX. The articles I've read mention something about SYNC. I'm not sure if that's what the problem is but I don't see SYNC on the app so I went to the web browser and I see an error. I don't know why since I've never used this before (see attached) and I'm not sure if that's where my problem lies. I see no obvious way to put the set list from the Soundmondo app INTO the MODX. See attached screen shots. Please help before I just chuck it.

Perhaps, you are totally misunderstanding how Soundmondo works for your particular product.

The Soundmondo app supports MONTAGE/MODX, CP88/CP73, refaceCP/CS/DX/YC and soon, the YC61. The features and screens you see or don’t see will depend on the connected product. The features the app offers can differ greatly per product. For products, like the reface-series, that do not have an on board “LiveSet” function, you can bulk dump your item directly from the app in real time.

Products that have an on board “LiveSet” function, like your MODX, you can use the app as a real time device. Or you can transfer your stored Performance items to your synth hardware and use it to construct a new LIVE SET in the product. This requires transferring each Performance to MODX internal memory, then executing the [SHIFT] + [LIVE SET] to insert the item in a Live Set.

Your MODX has a built-in LIVE SET function. For most situations you would setup and use it. However, in a situation where your set list changes often, having a locked in Live Set in the product can be troublesome. If/when the on board Live Set function does not serve your needs... it is probably a good workflow to keep all of your Performance in the Soundmondo (iOS) app — it is convenient to use on stage from an iPhone/iPad. This way you can re-order them quickly and easily... recalling a Performance is as easy as “tap and play”.

If you were thinking you could transfer the app’s Set List to your instrument’s Live Set - that is NOT how this works.
“Set List” works by bulking the data from the host device to your MODX
“LIVE SET” works by listing stored internal data in a specific accessible order.