As I mentioned earlier:
If you change the wet/dry ratio of a vst, then everything that is routed through it, is being altered.
You don't alter the channel but the vsti.
You could see it as this:
Channel 1 -> VST 1
Channel 2 -> VST 1
Channel 3 -> VST 1
In channel 1, you change VST1 using Z20
This means that you're changing VST1 right?
So since VST1 is applied to all 3 channels, all 3 will change, cus you're not changing the channel, but VST1.
If you just want to change the volume, then don't touch Z command, but change the volume per note or use a channel volume command (Mxx)