I did some more investigation:
As you can see, the units are correctly displayed of the VST plugins when changing to UI mode:
* TrackFX_GetFXName() returns: "VST: ReaGate (Cockos)"
* TrackFX_GetParamName() returns: "Attack"
* TrackFX_GetFormattedParamValue() returns "3"
* Return unit in "ms" missing.
Reaper displays the units dB, ms Hz etc correctly at the right side of the slider, but I cannot find an API call to retrieve this information.
My feature request is to add a new function like TrackFX_GetParamUnits() to return "dB", "ms, "Hz" etc.