Hmm, that looks correct (and it shouldn't have hit the recently discovered bug; that was only if DATA2 was also showing 40). Just to double-check, are you using the latest version of Synthesia? It should say 10.3 at the lower-right on the title screen.
It would also be helpful to see what Synthesia is actually sending out. If it's not too much trouble, here's how you can set that up to monitor Synthesia's output in MIDI-OX:
- Install one of the free virtual MIDI loopback drivers: either LoopBe1 or loopMIDI.
- Set Synthesia to also output "Everything" to that driver (on the Settings screen).
- In MIDI-OX's device window, turn off input from your keyboard and turn on input from the loopback driver.
Now, if you run both at the same time, everything Synthesia sends out should be caught by MIDI-OX. Now what happens when you press your pedal during a song? Does it generate pedal messages?