I bought an used Alesis BRC that has all ins and outs and voilá… it works like a charm! And you know what, there is even no Midi Jitter at all when controlling my pyramid! Very stable machine. Perfect 
The only downside is, that the pyramid obviously does not send the received Midi commands for machine control. It does start and stop, but the connected machines like rytm mk2 do not start from the beginning, they just continue when a start signal comes. On the other hand, stopping and restarting the pyramid itself does let them restart instead of continuing. No idea, where to look here, but I can work anyways so far…