Hello Georgio,
The MSCAN can work in sleep mode only. In STOP mode the module is set to power down mode and will not work.
The one option how to wake-up MCU by CAN activity could be connect the RXCAN signal externally to GPIO pin with wake-up functionality. Then after wake-up the MCU the CAN must be activated and the next message can be successfully received. As you know the CAN transmitter sends message and waits for back response from the receiver site. The send message repeats till right answer received. So the first attempt will wake the MCU up and second message (or next) can be successfully received and answered.
I hope it helps you to solve your task.
Best Regards,
Stano.