Analog Lab Version 1.2.3.743 build 782
Confirmed on three machines running 10.10.4 Yosemite and Ableton Live 9.1.4 and 9.2.
AU version of Analog Lab won't receive MIDI PGM changes at all.
VST version of Analog Lab will, but PGM changes need to be +1 to recall specified slot... (i.e. PGM change 2 will recall Slot 1 on Analog Lab, PGM change 6 will recall slot 5 and so on...)