As mentioned the switches and dimmers do not support multi-channel associations. We can definitely look at adding it in the future. If you are using something local like Hubitat then you can use scenes. That would give you pretty responsive results.
If you have a second LZW36 (which does support multi-channel associations) you can associate the 2nd switch to the 1st switch to have real time on/off and dimming. The light up/down and fan up/down will send on/off (single press) and dimming (hold down). I need to setup a user interface for this in Hubitat and SmartThings, but it is possible.
The light & fan on/off buttons will need to be setup as scenes in your hub if you want to use them to control the 1st switch. This is because Z-wave does not have any “toggle” commands in the available command classes for those buttons. It is pretty simple to setup your hub to toggle the 1st fan + light switch though.
Here is an example of my associations in the setup I have described above:
