OT responds to program change messages, and those cannot be automated by LFO’s as you might have read in the manual or figured out by yourself when browsing the LFO target lists on the OT itself.
You will need a midi processor to convert CC’s into PC’s.
Here’s a link to a very informative post detailing how the OT reponds to PC’s:
EDIT: just a warning: when using midi loopback make sure you have a audio channel set to the same midichannel for every midi track that sends out midi messages, otherwise you’ll get a midi feedback.