If I add a wav-file (1411kbps, 44100 Hz) as a sample in Modplug, let it play in the patterns as C5 (= no pitch), maybe export it again as a wav, do I get any loss of quality until here ?
1411kbps, 44100 Hz would imply that the sample is in 16-bit quality, so it is not downsampled. There is no quality loss then - theoretically. Your sample is probably resampled nevertheless, and that may cause a change in sound.