Hello, @LarsF!
Seconds before you answered, I posted a screenshot with my inputs on MIDI-OX monitor.
Now I am posting another screenshot, this time comparing the pedal inputs with a note input (middle C on the controller keyboard).
I thought it could be a channel thing as well, but it seems that the controller is transmitting note and pedal data within the same MIDI channel and port.
And as I said before, when I play an instrument on Kontakt Player, for instance, the pedal works just fine. But with Kontakt vst plugin within Cakewalk, it doesn't.