MIDI Thru - External Controller CC not filtered

Hi there

This is something I’m not sure if I’m stupid or if it’s a bug.

Problem:
I want to use my Faderfox to control the internal MIDI effects only, but whatever I do, the MIDI CC of the Faderfox leaks into the MIDI outputs and affecting the parameters of a my synths instead only the FX (which I’ve assigned on the Effect Matrix). Any method/tips to prevent this?

Setup:
I’ve connected the Faderfox via USB Host, set the MIDI Thru to OFF in the settings, assigned for example CC1 for Arp On/Off. But the CC1 leaks further to the MIDI Output and changes the CC1 of the synth as well.

Any help is greatly appreciated. Thanks