i will be glad to help, but i dont really know where to start.
allow me to ask back first:
- what happens if you try to recreate what is shown in the picture above?
- can you modulate a PPG knob from a hardware controller?
the midi routing and VST2 itself, as well as cubase, nuendo and protools, are in fact highly idiosycratic systems and the opposite of linear and obvious.
pluggo is VST 2.0. this means that they can only send midi from effects, but not receive.
sending midi from effects is ultra rare anyway, which is why your question is totally justified.
the only plug-in i could name by heart which can do this beside pluggos is TC filtrator - which sends controller #1 (modwheel) to the host when its LFO is turned on. (or when you patch instruments to show up as effects)
as for cubase, which is admittedly the only host i tested this stuff in, any midi coming from plug-ins goes to the mysterious "cubase" midi port, which has to be routed by track selection as seen in the image above.
it might be that you have to turn this on somewhere in cubase, but i am not aware of this atm.