Hello Rimokatolik,
[Topic moved here.]
I don't have Cubase installed at the moment, and the version of Cubase I have currently isn't quite as recent as v13, but I don't recall encountering any problems with it, or with Reaper, with regard to sending MIDI program changes to the Hauptwerk VST Link plug-in. I'd suggest temporarily turning on the "General settings | General preferences | Diagnostics: log all MIDI messages received and sent" setting in Hauptwerk, then after trying to send a MIDI program change from the MIDI sequencer (Cubase or Reaper) use "Help | View diagnostic log" to see whether Hauptwerk received anything as a result.
Also check (e.g. in its documentation) whether the sequencer has any global/project preferences relating to how it handles program changes.
Note also that program changes set as properties of the sequencer's track might get (re-)sent whenever pressing Play or Stop in the sequencer, but you should also be able to enter/record MIDI program changes as events directly into the track (as for note-on/off data, etc.).