You missed something important.

A MIDI Track can record all 16 MIDI channels.

Let that sink for a minute, it is a little stated fact, but one that is fundamental to the issue you are having. A single MIDI Track can record all 16 MIDI Channels. You do not have to separate MIDI data to separate MIDI Tracks - the only reason to do so is it makes it easier to look at.

So in CUBASE that thing you have been changing to Change the MIDI Channel is really the MIDI Re-Channelizer. It takes all the data in the current track and forces it onto the MIDI Channel you set.

If you are transferring the data in REAL TIME create only 1 MIDI Track in Cubase... Set the MIDI CHANNEL to "ANY" (this will allow each track to be recorded and output back on the MIDI channel it originated on)..

One Track:
MIDI IN = MOX6/MOX8-1 (Port 1)
MIDI OUT = MOX6/MOX8-1 (Port 1
CH = ANY

Make Cubase the Master Clock, set the MOX to follow MIDI SYNC = MIDI.
Once you have transferred the data, you can use DISSOLVE PARTS to separate the MIDI data to individual Tracks by Channel

Thank you for your interesting answer.

But I recorded from the Mox in one go all 4 channels (in that case) to one track. It is the dissolve parts that causes me problems, as it is working as I expect it with one pattern, (separate each channel to a track) and with another it does create 4 times a track with all 4 midi channels. It is only then that I assigned a specific channel, which does not make sense, you are right, if the track still contains all four midi channels.
Sorry for being not so clear.

To me it looks that this pattern (not dissolvable) or maybe performance with which I recorded the pattern, has the output on the same midi channel, which is why it is not dissolvable.

To me it looks that this pattern (not dissolvable) or maybe performance with which I recorded the pattern, has the output on the same midi channel, which is why it is not dissolvable.

Is it a PATTERN you are recording or a PERFORMANCE? - now you are unclear _ huge difference, HUGE!

If you are talking about a PERFORMANCE (and not a PATTERN) then you have to actively assign each PART to a MIDI Channel going OUT from the MOX. A PERFORMANCE is a single MIDI Channel normally. A PATTERN with four PARTS is already four MIDI Channels.

In order to make your PERFORMANCE Transmit Out on four separate MIDI Channels:
Go to your PERFORMANCE
Press [EDIT]
You will need to send each of the PARTS to its own MIDI channel

to the left of the screen find the [ARP EDIT] button
Press [ARP EDIT]
Press [F6] OUT CH
Here you can set the OUTPUT SWITCH for each PART, in turn, to ON and set a MIDI Channel for it to transmit OUT on.

Each PART with an ARP should be output on a separate Channel and the PART you are playing direct on it is own Channel
Use the PART SELECT 1-4 buttons to select each PART then set the OUT SWITCH and ARP OUT channel, as you require.

Thank you for your answer.

I recorded the pattern with a performance.

This seems an answer wich makes sense. Unfortunately, I can only try out by the end of next week as I am abroad.

Thanks again!

Above description works nicely. Thanks again.

Unfortunately, I have 2 more things:
I do the dissolve midi in Cubase 8.5 from a recorded Pattern. I get 4 more instrument tracks below.
Now with these new ones, the MOX VST Editor does not connect to the MOX. It says: "Port open error".In the editor setup, it looks the same! Only the old channel, where I recorded, connects. Why?

Because of that, I then create 4 midi tracks, assign all the proper midi channel (1-4 in my case) and connect all tracks it to the Yamaha MOX6/MOX8-1. I copy all midi from above (dissolved midi tracks) to the corresponding track. With SOLO I can hear each track separately. So far so good.
But when I assign a drum map (even default or newly created) and assign the drum kit, I only hear a MOX piano playing the drum pattern.

Why? Assigning Drum map should have no effect on changing anything but simply displaying the recorded midi in a different way.

Instrument Tracks is wrong.
You want MIDI Tracks.

You have one instrument, MOXF, That one instrument can have 16 MIDI Tracks.
By using Instrument Tracks you are saying “I have four MOXFs” ... we don’t think you do. Always use MIDI Tracks... one for each MOXF Part.

Your expectation of the Drum Map doesn’t sound correct. Please describe what you are doing.
And why...

Thanks.
Midi Track then since I have indeed not 4 MOXs. But this does mean that I have to have an additional instrument track open in order to see the MOX VST Editor.

Drum Editor Problem:
I would like to see the drums in the drum editor when I double click a track. I do it by assigning a drum map. In my case, I have a track on midi channel 1 and the output routing on Yamaha MOX6/MOX8-1. If I click on No Drum Map and select a Drum Map (GM-MAP e.g.) in the inspector, I hear thereafter a piano playing the midi data instead of my dry standard kit from MOX. The midi channel and output routing did not change!

Again Instrument Tracks is wrong. There should be no Instrument Track period. The MOXF uses MIDI Tracks exclusively... when using it as a multi-timbral instrument. When you launch the MOXF VST you are asked if you want to create a MIDI Track for this plug-in. This will create the first of potentially 16 MIDI Tracks for the MOXF VST.... It does not create them all because it doesn’t know how many you’ll need. You create a new MIDI Track for each Part you want to record.

When you select the MIDI Track it will automatically select that Part in the Editor.
When you select the Part in the Editor it will automatically select the corresponding MIDI Track!.
No INSTRUMENT TRACK!!!

The MIDI Track containing drums can be set to any Part in your MOXF.

The Drum Map is a Cubase thing, it most likely defaults to MIDI Channel 10 (my guess) do you have a piano in Part 10. Logic says that a “GM” Drum Map would default to channel 10.

If there is a GM MAP Setup, see if the channel can be changed to whatever you are actually using for drums... I’m sure there’s a way to set the Midi channel for the Drum Map.
You can always get more details through your MySteinberg Account.

Yes. Thank you!
This is exactly what I was looking for.

I mixed up Track versus Rack Instrument in VST Instruments (F11). With creating a Rack instrument you get indeed a Midi Track.
Also with Drum Map: You can change the midi channel and it is by default 10. (However, I have not found an easier way to change it, but key (drum sound) one after one. With 60 keys, it rather tedious. Will ask in Steinberg Forum, if there is an easier way)