MaxFX:

Is there any way to filter out CC messages on the through port while allowing PC messages to pass?

Sorry, no. You either have THRU or not-THRU.

MaxFX:

What kind of cables will I need to use a non MIDI expression pedal with the TimeFactor (stereo or mono)?

You can use a mono or stereo cable (it only uses tip and sleeve).

MaxFX:

Also, is it possible to use the aux port on the TimeFactor with a second expression pedal

The aux port expects a switch – a pedal can act like a switch, but this is not very useful.