I don't know if this will help or not, but I do know that you can send SysEx to a W-30. In the past, studio engineers have sent it to mine from their Atari's and Mac's.
As for the headers, I seem to remember that there is a full SysEx implementation chart in the back of the W-30 manual. If I can ever find my manual (and that could take some time, as I've moved house 3 times since I last saw it!), I'll scan those pages for you, but it might be quicker if you just put out a call for a copy of the manual on the BBS!
Hope this helps a little.
Ian