Sorry Psyclobin, i've just replied to you PM but i missed this post
I also read again this thread and saw other people have problem with Cubase
But it seems you have the VST loading inside cubase.
Do you have the midi output of the PreenFM hardware coming inside the VST and the ouput of the VST going to the input of the hardware ?
In fact you should have both, you keyboard and the preenfm2 hardware going to the VST.
The VST Will capture the midi NRPN from the preenfm2 but the midi note from you hardware should be forwarded to the output which goes to the preenfm2 hardware.... Make sense ?