What version of MSI Center are you using?
Is LED firmware up to date?
Have you double checked that the ARGB header is correctly connected?
What ARGB devices/parts are you trying to control?
Could we also have a full system spec, like in my signature, as well as OS?
is your B450M PRO VDH MAX a new board and did you have normal RGB before?
have you tried clearing CMOS and reinstalling MSI Center with the recommended tool?