Yes, that is possible.
Set the MODX MIDI I/O = MIDI
Connect your external controller to the MODX USB “TO DEVICE” Port
The MIDI Channel you select on that external device will be available at the 5-pin MIDI jack of the MODX.

However, the external controller will also be able to trigger any MODX Part, or Parts, with KBD CTRL active.
And any single Part assigned to the channel you select for the external controller.
The MODX Parts with KBD CTRL active will also Output MIDI data on all corresponding channels when you play the MODX keys.
If KBD CTRL is not active on any Parts, the MODX keys do not transmit, if you directly *select* a Part, the MODX keys will transmit Out on that Part’s particular MIDI Channel.

Not sure exactly what you are trying to do, but you can’t hurt anything…both controllers will be able to transmit via the 5-pin MIDI port.

Thank you for the answer. The intersting thing is, that iI can control the connected device (a midi-to light-controler), when I set "MIDI Thru" to off. then I can send program-changes to the device. But I still can´t send midi-commands from the connected USB-device. Strange thing.

That sounds correct. When you connect an external controller to the “TO DEVICE” USB port, it is able to trigger the MODX. This allows an external controller that only features a USB connection for MIDI to be used to trigger the MODX Tone Generator.