Are you using latest version EZ-PD protocol analyzer application and CY4500 firmware?
If so, please tell us about power source and sink devices.
You could get below information in CY4500 release notes.
Limitations and Known Issues
Issue: CY4500 EZ-PD Protocol Analyzer does not support decoding of USB PD 3.0 packets. It only decodes PD packets as per the USB PD Specification Revision 2.0, V1.2
Fix plan: This issue will be fixed in the future releases of CY4500 EZ-PD Protocol Analyzer