Ah ok... I think I get closer
It's a LogiLink interface, a really cheap one...
I've connected the Logilink Midi Out to my RME Fireface MIDI In to see whats going on there and this seems to be the problem. Control Changes reaches the other side as I can see in MIDI OX but SysEx doesn't go through. Now I get quickly on track to grab some normal MIDI cables for connecting the Kemper direct to my RME...