Hi,
here are the results of tests:
First I checked firmware, and only change is TO-COM option enabled in a line before last one.
Roland driver default settings - no multiple ports - I got no LEDs lighting on MIDIbox during send Sysex, no response from the box after
[pre]
F0 00 00 7E 43 <ID>F F7[/pre]
But, when I choose ‘use multple ports’ in driver settings, I got LEDs flashing and response from the box is like this (MIDIox dump):
[pre]
TIMESTAMP IN PORT STATUS DATA1 DATA2 CHAN NOTE EVENT
0000F720 Rol Rol F0 Buffer: 2 Bytes System Exclusive
SYSX: F0 F7
0000F7D6 Rol – F7 Buffer: 0 Bytes SysEx End
[/pre]
The response is same for all 8 Sysex requests (ID=0 ..7). When I Send Sysex (midibox_generic.syx), I got the same response like this one, but no change in Input (pots still the same). I tried even another application (Sendsx, http://www.bome.com/midi/sendsx/) and Input just echoes 7 Sysex bytes which are sent (on Roland Out A or Roland Out B set as out port).
In VMidibox, there is no option for multiple output ports, so when I select one of these ports and try to send Sysex, both LEDs flash for a second and then stop. I tried lowering the speed (bytes/sec) but same thing.
Here is the dump from the MIDIox about devices:
[pre]
TIMESTAMP IN PORT STATUS DATA1 DATA2 CHAN NOTE EVENT
DEVICE INFORMATION
IN: 9) Roland Serial MIDI Input
OUT: 10) Roland Serial MIDI Out A
In: MIDI-OX Events
Details/Chan: 1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,RT,Sx
OUT: 11) Roland Serial MIDI Out B
In: MIDI-OX Events
Details/Chan: 1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,RT,Sx
[/pre]
I assume I can always get a dedicated firmware with to-COM enabled and generic settings, but maybe I will need, for example, button toggle as an option sometimes, so I find this solution not so flexible… 
If anyone has an idea what to troubleshoot, please help.