Java enum-based factory to calculate entry parameters
Your implementation is good, but I would suggest following points to improve:


It is really hard to test/mock source2ToCheck.getSource().
Source2 contains a lot logic/functionality (it is source type and
factory) it has to be simplified. 
getSource() creates new course
object it is confusing 
getSource(...) calls getAction(...) that create a source object. It is wired. 
Be aware source2Class.newInstance() is deprecated since java 9
source2Class.getDeclaredConstructor().newInstance()


Suggestions:


I would propose to create dedicated interface/class for source factory
Rename Source2 to SourceType.
Throw custom exception CustomCantCreateSourceException instead of return new SourceUnkown(). Because it is real exceptional situation.
Remove public methods modifier from Source interface
Minor enhancements you can find in following code


Source Factory interface:

public interface SourceFactory {
    Source create(SourceType type);
}


Factory implementation:

public class SourceFactoryImpl implements SourceFactory {
    @Override
    public Source create(SourceType type) {
            try {
                return type.getClazz().getDeclaredConstructor().newInstance();
            } catch (InstantiationException | IllegalAccessException
                    | NoSuchMethodException | InvocationTargetException e) {
                SENSITIVE_LOGGER.warn("&lt;&lt; Exception occured during init of {}, returning unkown source.", source2Class);
                throw new CustomCantCreateSourceException();
            }
    }
}


Renamed Source2:

public enum SourceType {

    IB("IB", SourceIb.class),
    CCWEW("BOT", SourceCcwew.class),
    OBD("CUF", SourceCuf.class),
    PB("PB", SourcePb.class),
    COK("COK", SourceCok.class),
    CCZEW("CCZ", SourceCczew.class),
    CRM("CRM", SourceCrm.class),
    APP("APP", SourceApp.class);

    private static final Logger SENSITIVE_LOGGER = SensitiveLoggerFactory.getSensitiveLogger(SourceType.class);

    private String configChannel;

    private Class&lt;? extends Source&gt; clazz;

    private SourceType(String configChannel, Class&lt;? extends Source&gt; clazz) {
        this.configChannel = configChannel;
        this.clazz = clazz;
    }

    public Class&lt;? extends Source&gt; getClazz() {
        return clazz;
    }

    public String getConfigChannel() {
        return configChannel;
    }
}


Usage:

public class SourceService {
    private final SourceFactory factory;

    public SourceService(SourceFactory factory) {
        this.factory = factory;
    }

    public EnumSet&lt;SourceType&gt; fillSources() {
        final SourceCalculationData data = new SourceCalculationData();

        final EnumSet&lt;SourceType&gt; presentSources = EnumSet.noneOf(SourceType.class);
        for (final SourceType source2ToCheck : SourceType.values()) {
            if (factory.create(source2ToCheck).isPresent(data)) {
                presentSources.add(source2ToCheck);
            }
        }
        return presentSources;
    }
}