UPDATE!
The GVP T-REX-II SCSI ignores any custom file systems added to the RDB of the SCSI drive. It also has issues with the 4GB barrier.
Replacing the ROM solves problems, but I can't do that myself, I don't have access to any burning gear. Two work-arounds are available though:
1) Put PFS3AIO (or other custom file system) on my CF boot drive, on the A4000 IDE bus, and set up at least one partition to use PFS3AIO.
2) Make sure to use the Direct-SCSI option in the Advanced settings of HDToolBox (I'm using AmigaOS 3.2.2.1). With this setting, the GVP T-REX-II SCSI can use FFS partitions above the 4GB barrier. With step 1, this will make PFS3AIO usable on the GVP SCSI drive.
For my A4000 set-up, this solved my problem. I was able to create partitions above the 4GB barrier and use PFS3AIO (or FFS) on my T-REX-II SCSI drive. The T-REX-II SCSI also needs proper termination.
Thanks for your help and suggestions.
Jaeson