What you can do: And this may work for what you need.
In order to send a VOLUME commands to connected device on two MIDI Channels you would need to communicate with that device on those specific Channels... Fortunately the MODX can transmit simultaneously on as many as eight MIDI Channels, simultaneously. When using the MODX as a MIDI Controller, it is recommended you use the ZONE MASTER function to intelligently setup what goes out via MIDI.

If you have two channels you want to control, then setup ZONE Slots; one for each thing you want to control - then each will have a Slider to control its Volume (as long as the iPad device responds to cc7 (Main Channel Volume)... standard MIDI cc7.

Here's how
Press [UTILITY]
Touch "Settings" > "Advance" > Set the "ZONE MASTER" = ON

Doing so will add two new screens to each PART (for Zone Settings and Zone Transmit).
For this example, let's say I have a two PART MODX Performance recalled, and I want to setup PARTs 3 and 4 to control the external iPad sound device

Within your PERFORMANCE... from the HOME screen
Touch the "+" in PART 3 to ADD a new Part... touch "Init" > "Init Normal AWM2" > [ENTER]
Touch the "+" in PART 4 to ADD a new Part... touch "Init" > "Init Normal AWM2" > [ENTER]
You now have four PARTS - We do this because in order to use the KBD CTRL (Keyboard Control) you must occupy the slot with an internal PART, we then can choose to switch the internal Part Off, so that the Slot can be routed to an external device instead. The MODX can control 8 PART slots... these can be 8 Internals, or 7 Internals + 1 External, or 6 Internals + 2 Externals... any combination that does not exceed eight.

Press [EDIT]
Select PART 1
Touch "Part Settings" > "Zone Settings"
Turn the "Zone Switch" = On
Leave the INT SW = ON
Part 1 will play Internal as usual

Select PART 2
Turn the "Zone Switch" = On
Leave the INT SW = ON
Part 2 will play internal as usual

Select PART 3
Turn the "Zone Switch" = On
Set the INT SW = OFF
And select "Transmit Ch = 1
Only the external device on Channel 1 will play

Select PART 4
Turn the "Zone Switch" = On
And select Transmit Ch = 2
Only the external device on Channel 2 will play
You are transmitting on four ZONEs - the first two are internal and the next are external.

When the cursor is on the PERFORMANCE NAME (what we call the HOME position), the Sliders will be PART VOLUME
The buttons that select the function of the SLIDERS are located just to the left of the Sliders themselves.

If “PART” is lit green they are PART VOLUMES
Use the [1-4/5-8] button to toggle the Sliders for Parts 1 to 4 and 5 to 8
Use [SHIFT] + [1-4/5-8] to toggle the Slider for Parts 9-12 and 13-16

Thank you for the detailed suggestions!
I still need to find a quick way to switch playing on different midi channels real-time live. It would be so great if the modx could save midi volume on a scene

I still need to find a quick way to switch playing on different midi channels real-time live.

Set them up as different Performances, and place them adjacent to each other in a Live Set for quick switching.