1.: I cannot find a way to route CC 64 midi command to sustain of a RENOISE-INSTRUMENT. I need that to play pianosounds. Is there a way to do this?
2.: Is there a way to route velocity to cutoff directly in a RENOISE-INSTRUMENT? (I know how to emulate this with DSP plugins);
both of your problems cannot be addressed with the current instruments, as of Renoise 2.5.
a complete revision of XRNI structure is however planned, which should let you do what you are asking for
GREAT!