It seems quite a few people are having various issues with especially external MIDI devices. So here is a very cool tool to monitor MIDI activity, called MIDI Monitor, and it is used as a MIDI Insert on a track handling MIDI. You have it, because it came with Cubase.
The plugin monitors both “Live” Events as well as Playback Events, which means MIDI input and output can be monitored. If you have a problem with MIDI between a device or “with” Cubase, this little tool makes it easier to track down what your problem might be.
It also gives you the ability to filter the type of MIDI Events you want to monitor. E.g. if you have track that changes sounds on you, you can single out Program Change events and maybe Controller messages in case of a “Bank” change. You can even single out a specific CC message.
The tool can be used with an internal MIDI VST as well, if you were to have any weirdness with such things. 
