My midi chain is this Keith McMillian Soft Step 2 > H9(core) > H9(max) > Modfactor > Source Audio Multiwave Distortion (this has to be the last since there is no midi Thru or out). I have midi+clock enable until the modfactor. The modfactor has midi Thru enabled. My expression pedal works perfectly from Soft Step out of both H9s but gets jumpy and laggy after the Modfactor. (The CCs into modfactor work perfectly). I also have the most recent update for the Modfactor.
The H9's have better MIDI THRU performance than the Modfactor, so this may be the cause of your problem. As the man suggests, some kind of MIDI merge box would be a possible fix.