Thanks again for taking the time to reply!
Same results with the Yamaha FC4A that I’ve received today… 
Weirdly enough, the polarity is the same as the Roland pedals. I was convinced Yamaha and Roland sustain pedals had different polarities.
The Hold button doesn’t light up at factory settings, but the pedal works “backwards”.
After I’ve calibrated the pedal to make it work the right way, the Hold button lights up along with the pedal being pressed down.
In both scenarios, MIDI notes are still being randomly choked up when using the pedal, making the keyboard totally unusable for any piano, electric piano etc.
Honestly I could easily see myself throw the keyboard out the window at this point…
Arturia has replied to my request with an AI-generated response, using perfect grammar, but answering a different question, and recommending certain models of… expression pedals 
I’ve told them that it didn’t solve my problem but I haven’t heard from them since. I think my next message to them will be to unregister the keyboard so that I can return it to the shop. With this issue, the Keylab is a useless piece of junk that has wasted an awful lot of time I should have used setting up my keyboard for my next gigs.
Funnily enough, I’ve seen a video review yesterday of the Keylab 88 mk3 on YouTube, and when the guy played piano with a sustain pedal, some of the notes seemed to “choke up” as well. I couldn’t tell if it was due to his abilities or to the bug in the keyboard, but it sure sounded the same as the bug.