Was having this same problem since purchasing the wireless headset. What finally got the mic working for me was:
-In iCue software selecting VOID PRO WIRELESS
-Change from "Dolby" to "Stereo"
Now if I go into Windows voice recorder the audio is being captured from the mic.
Note that I already had the Corsair headset setup in Windows as my default Output and Input device under Windows Settings --> Sounds. Under the "test your microphone" heading the visual feedback shows mic working also.
The big caveat here is that the mic is working, but the audio is now only 2-channel stereo. Not ideal for a $130 headset so hopefully a firmware update will offer a true fix where the headset can be used to its full potential.