It seems to be a more fundamental problem than just an issue with one device.
I just unboxed a brand new purchased Fibaro Double Relay Switch FGS223 (Zwave+ also), included it, wired it, set the associations and tried the same thing (switching the physical switches). Result: The same problem, only switch 0 gets updated in OH, Switches 1 and 2 never report that they have been triggered.
So my conclusion for the moment is: OH Zwave Binding presently seems to have a problem to handle Zwave±Double-Relays correctly. The Fibaro FGS223 shows exactly the same behaviour as the Qubino ZMNHBD… 
And this conclusion seems to be confirmed when I have a look at this thread