I can confirm that receiving Sysex with the VST3 also does not work because JUCE adds the header and footer again as described here: MIDI SysEx messages
The assumption that the VST3 format works without Sysex headers is wrong. The JUCE host is the only one that handles it that way.
The fix is easy. JUCE should not remove and re-add the Sysex header and footer bytes in the VST3 format. Just leave the Sysex message like in the other plugin formats.
A few people already reported problems with Sysex and VST3 in the last few years. It does not work the way it is implemented today.
It would be great to have this fixed in the JUCE branch.