I'm wondering if anyone has figured out how to send a tempo change to the X32's delay effect on a song load in Bandhelper?
No, but if I was to do so...
Though you can send OSC commands embedded in SYSEX, I've found it less fiddly to just set up an effect as I want it, then create a Snippet for the effect in that state, and send MIDI to select the Snippet (MIDI Ch 2 PC 0-99 maps to Snippet #). We do this to select alternate vox reverb effects depending on the song.
It would involve a snippet per tempo setting, so there's a tradeoff depending on how many different tempo settings you really need.