If there are program change events in the MIDI file that MODX responds to - there's not a way to modify that. You do not have to embed the program changes into a MIDI file. You would associate a song with a Performance using Performance+Song. This way, you could change the Performance if you wanted to change which sounds line up with which channels. This assumes you could present MODX with files in this manner - then lets you assemble the PARTs on MODX to your choosing.

Likewise, there's not a surgical way to edit volume/velocity messages embedded in the MIDI file.

Lack of a "full blown" sequencer means you have limited options to make surgical changes to MIDI data.

There may be some tricks I do not know about.

is there any way to revoice and also (permanently so that it doesn't change when restarting the song) change the volume of a channel of a MIDI file directly on the MODX after importing it as a song? Using a DAW to modify the PC messages is of course possible, but it would be handy to be able to do it on the fly directly on the machine.

No. There is no event level editing capability in the Play/Record feature... you use a DAW software, like Cubase. In preparing .mid Files for playback in the MODX it is unnecessary to insert Program Change or Volume, Pan, etc events into the Track data, because the MODX has memory to store all initial settings in memory. You can remove them in your DAW.

If you purchase a GM MIDI FILE, you can use the DAW to delete the Setup Measure (typically Measure 001 is the Setup Bar containing the GM RESET and ProgramChange and other setup parameters) — the music data doesn’t start until Measure 002. Use the info in the setup measure as a guide, but you can setup your instrument selection and all mix parameters and STORE that on the MODX. Then delete Measure 001 and Store a copy of the .mid without all the Change messages...