MIDI delay within Ableton

Hello!

Not sure if this is the right place to post, but here goes. I want to clock my pyramid as a slave to Ableton. It works fine, except that i’m getting some delay. For testing purposes i’m just recording the midi notes coming from the Pyramid. If not setting a sync delay in ableton preferences i’m getting a delay on the notes.

If I disable monitoring on that track however, the delay is completely gone! This is not an option though, I need to be able to monitor my Ableton instrument.

Then I tried setting a sync delay of -15ms in Ableton preferences, which works fine for all notes except the first one, which is still delayed. This is also not usable. I need the first note to play on time.

Here are screenshots of the above three scenarios: https://imgur.com/a/7q11JjF

Any ideas how I can solve this?

Many thanks!