So it was the third possibility: I don’t have a clue when it comes to sysex. My posts may not make much sense, sorry for that.
With Reaper I have to disable all midi-thru options in the Ctrlr Panel otherwise it will do a feedback-loop. I cannot use the “input from plugin host” this seems not to pass sysex data. But selecting the Input from the Midiinterface works fine. On the other hand “output to plugin host” works well. Maybe this is information is of some use for some people.
The Keymode does not update with my MKS70 even with the new panel. Maybe this is due to my firmware v1.08. Apart from this all parameters seem to update. At this state the panel is really useful, much better than the editor from vst-plugins.de.