Hi espen,
am i right to say that your setup works with all zones with the Roland cymbal or for example a regular 14" 2Box cymbal (not the 2Box hihat but one of the other cymbals)? I'm just asking because i would like to know that the setup with board and magnet is ok. If that is the case we can go on to trace the problem at the Yamaha-Cymbal.
What you definitely need for the 2Box hihat is a cymbal with piezo wired to tip and an edge switch wired to the ring contact as shown in my description. I don't have a Yamaha cymbal but i found the following circuit diagram in the Vdrums forum:

I don't know if that is correct and fits also to your PCY-135. But i guess it should be similar. What you can see is that Yamaha uses 2 switches, one for bell and one for edge. But the edge switch has a series resistor with 10kOhm. This resistor could cause the problem because the 2Box module measures the current through the ring contact for the level detection and also for differentiation between bow and edge. With the 10kOhm resistor in series the currents are not as expected by the module. To confirm my assumption i would do the following tests:
1. Put cymbal back to original state (all plugs back to original position).
2. Test if you can get an edge sound by playing the bell of the Yamaha cymbal (according to the schematic this switch does NOT have a series resistor). If yes, we are on the right way.
3. Do you have a multimeter? If yes could you please measure the resistance as followed:
- Unplug the cymbal from the module
- Connect multimeter between sleeve and ring of the TRS-Jack
- measure resistance with pressed edge switch (press it with your fingers as you would choke the cymbal)
- measure resistance with pressed bell switch (press the bell with your fingers)
- measure resistance with both switches unpressed
Maybe you just have to bypass that resistor and it works. But before modifying anything at the cymbal i recommend to do these test at first. Unfortunately i don't have a Yamaha cymbal but i'm thinking about buying one.
Regards, Manfred
Edit: Does anybody have the circuit diagram of Yamaha PCY-135 and/or PCY-155? This would help a lot to find the problem!