So far each Slot in Performance Mode is capable sending up to two MIDI program changes regardless of how the Slot got loaded.
We are now in the process considering enhancements of MIDI transmission capabilities and are requesting user inputs. But instead of sending your "need MIDI control change x value y on channel z by Slot", could you please outline your application. In other words: What is your "business case"? We would first like to understand the external device you try to control for which purpose, and then what is required MIDI wise.