I'm having the same problem, all kinds of weirdness. Frequently the Prophet become unresponsive and needs to be powered down and then back up to get it to play notes into Ableton. The suggestion to turn "Local" off, I don;'t understand that one at all, that means you lose control over the synth while you're playing it, that doesn't make any sense. What you want is to be able to record midi notes directly from the prophet, then play them back from the DAW, as well as recording CC messages from knob changes.
I want to guess the USB midi implementation is fussy, but I really don't want to go to a MIDI cable.