I think I found the Problem!
It’s the midi in CC messages. When turned on, there is a very slight delay between the note trigger and the synth being triggered. This also explains why the problem was not there when I played from the Pyramid directly.
It makes so much sense since CC messages include all the 127 channels or messages at once. A lot less midi in data to process for the Pyramid.
The only problem now ist, that I can’t deactivate CC Messages when I want to use my sustain Pedal. But I probably can connect it to the Pyramid directly.
I might contact the squarp team. Since the delay is so small (barely noticeable), it is possible that they did notice the problem at all. So maybe there is some room for enhancement there.
So happy this actually worked 
Thank you guys!
I will inform you if I have any new infos.