Hello Tobias,
as far as I know: if you want to cancel an accepted document via "Document > Cancel > Request Cancellation", you must repeat the message M0940 and add a header text in the text type comment.
When you execute the message, the system automatically send an idoc with message type /SAPSLL/CUS_EXP_CAN. You get back an idoc form customs that set the Status 4B in the table /SAPSLL/CUHDSTA and the Status 38 in your customs declaration. So, the Messages M0930 is not needed.
Regrads,
Thomas