Have to think back to when i was still producing, but i seem to remember having a similar issue - remotely -

With me it was the over-use of "mastering" compressors/limiters (one on every bus, one on the master channel), the external midi instruments played at an audible difference compared to the routed audio signal.
In SX there is an overview of what latency every VSTi/FX has, SX compensates for this, but if you use too many in the same route - you'll get audible delay.
There should be a button to disable the "latency" , but this will simply disable the effects that have a high latency value...

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