I found a great way to create something close to the original arpeggio sound. The MOXF's common LFO has the option to parametrize a waveform manually. I created a waveform with 4 steps, with values that result in modulating the pitch in the cycle "prime-fifth-octave-fifth" and so on. I can even adjust if it jumps to the values or transitions smoothly, which kinda simulates the pitch bend instructions that were used I think to get this effect on the C64.
Also this allows to control the filter sweeps so it sounds very similar, I tried it with a noise waveform, worked fine. I got to test it with other oscs tonight, probably starting with a bass.
I think with this approach I will try to use the tips you guys gave me so far. And I'll try to create a waveform with PWM in some C64 emulator (or get a real one from ebay maybe... planning this since years) and make a multisample from it.