Hi Yuri,

First thing you need to do is stop guessing. You can "know" exactly how this setup should work, and when you meet those requirements it will work.
Decide that when working with the MOXF and a computer, doing MIDI, you WILL be working with LOCAL CONTROL = OFF. This breaks the normal connection between the MOXF keyboard and the MOXF tone engine. Set it to OFF, because this is the setting that will work.

This means the MOXF will not sound UNLESS you complete the routing through your computer software (DAW: Cubase 9). Unfortunately, your post gives us none of the important information.
Computer type
Computer operating system
Yamaha Steinberg USB driver version
MOXF6/MOXF8 Remote Tools v1.0.3 for your computer type, installed?

But in general, an active (currently selected) MIDI TRACK will be the vehicle to receive MIDI from the MOXF, and thru that data to the device you want to respond... by setting the MIDI OUT on the Track's Inspector you can decide what device responds. If routed to the MOXF, then the MOXF will sound, if routed to a VSTi it will sound.

thanks for your respond.

I wrote almost all oprion that you have mentioned beside the remote control.

I'm using -

Win 10 Pro 64 bit
16 GB ram
I7 6700K CPU
Cubase 9
RME Fireface 400

I did turned of the local control but it doesn't make a difference, it's not responding on other midi plugins etc Helion SE

And I have installed the latest usb drive and now the remote tools as well, all the newest and even updated the firmware

also using - RME Fireface 400

thank you a lot, but I managed it, Just turned the USB to MIDI and vice versa to USB and all good. Thanks!

Another issue, I had once Motif xs6 and it was much louder in Cubase than the NOFX, and I have read few complains about on line.

Everything set on 127 and +6 Gain on the output section.

thank you a lot, but I managed it, Just turned the USB to MIDI and vice versa to USB and all good. Thanks!

So your problem was you did not know HOW you were connected to your computer for MIDI. If you use standard 5-pin MIDI cables you need to set your MIDI I/O = MIDI. Make sense?

Only when you are using USB for MIDI would you set MIDI IN/OUT = USB. That's fairly basic. It was (and still is) unclear exactly how you have connected to your computer for MIDI or for audio.

Another issue, I had once Motif xs6 and it was much louder in Cubase than the NOFX, and I have read few complains about on line.

It is a common newbie problem ... getting enough level from a multi-timbal synth into a DAW. There is a trick to it, or better put: there is some knowledge of gain staging necessary to adjusting levels. As you'll learn, volume is analog and is related to but is a separate thing from LEVEL (Gain). Level is work you see manifested by a meter. Volume is the analog result of that level being transferred back into air molecules in motion. It occurs only at the Speaker.

Level is what you see manifest in Cubase (meter). Volume comes out of your speakers.
Level can exist without volume, but volume is only present when level has been achieved.

Not trying to be purposefully mysterious, but learning to gain stage your signal, particularly when MIDI is involved is worth the time and effort put in to learn about. If only so you stop blaming your gear... No doubt many people have an issue with this...

Please see the following article:
Recording Tips: Getting Good Record Levels

Hope that helps.