What exactly is your circuit? You might be running into this caveat mentioned in the Microchip paper:
There is an important requirement for this circuit: the minimum voltage required for proper operation (2.5V) must be provided between the IN and GND terminals. To satisfy that condition, choose an ROUT value that allows 2.5V to 5.5V between IN and GND. When driving a load of 100Ω maximum with VCC at 5V, for example, the device functions properly with ROUT above 60Ω. That value allows a maximum programmable current of 1.5V/60Ω = 25mA. Voltage across the device then equals the minimum allowed: 5V - (25mA × 100Ω) = 2.5V. This IC can source up to 500mA.
My circuit I tried all three of the MIC regulators I posted above, I first connected them as normal CV and tested to make sure they worked normal mode, they are all brand need, just checking for piece of mind. Then I connected like the picture below. I set the resistor to CC at 100mA first, then 1A (changing the shunt resistor).
I first tried Vin=5V and played with a variable 2W 10 turn pot (testing the 100mA), it just would not CC anywhere. Retested at 1A shunt resistor, I tried up to Vin=10v and no luck.
I then tried just shorting the CC output to ground and played with Vin, same, no CC, this method works with the lm317.
I reconfigured it to normal VC mode and working, again to have piece of mind.
Thanks again for the link.
The LD1085 should fit my application, but am still curious why 95% of linear regulators dont show CC mode in their datasheet (like the lm317 does), weird when it could sell more parts.