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what OS are you using? sysex does not work on windows.

a nice workaround can be done in windows though and without annoying cpu or latency cost

you need:

midi translator florian bömers http://www.bome.com/midi/translator/ midi yoke http://www.midiox.com/

then it's easy once the virtual midi driver is intalled, configure pd to output midi to the virtual port. create in pd a simple [ctlout ] on a specific channel/CC in midi translator (running in the background) listen to the midiyoke virtual port, filter and intercept the value coming from your CC and pipe it into your predefined sysex message, this message then is sent to the "real" midi port.

be careful, my experience is that MIDI messages timing using midiyoke with Pd is terrible.