The CC messages are correct I've checked them with Ripwerx.
Now I have successfufly stored a rig in which the wah and the volume pedal are working correct (no changes on the Behringer FCB)
Sometimes if I load a new wah effect into another new rig I have this problem again
but the successfully saved rig is working just fine.
Edit:
I found a workaround: I locked the correct working wah and stored it into other rigs, so it also works correct there.