The CZ-5000 has an internal setting to enable or disable sysex communication. This needs to be enabled for Patch Base to work:
Also, in the "Global" section of the CZ-5000 editor, there is a MIDI Channel setting. You must set this to match the MIDI receive channel on your CZ. This is shown on the lower-left of the same screen as the setting above. It will show "CH=" and the number of the selected channel.