thank you for all the replys.

I feel studpid now, as the problem was simply that the PE MIDI IN channel was not set correctly.
It has to be the same as the synth you are currently editing. Everything work now.
(Btw. the MMT8 can indeed filter SYSX, but this was not the problem here.)

A last question:

When I have recorded CC's on one synth, and switch to another, the automation goes away on the first, even though the sequencer is defintly sending it. Can the PE really only send SYSX to one synth at the time?

best