To be even more specific, I can reproduce the problem (ie. that the second H9 doesn’t ‘keep up’) depending on the order in which the pedals receive the MIDI signal. I’m now talking about a situation where all four pedals are on their own respective channel and only ‘listen’ to that particular channel. No MIDI clock out or anything else. MIDI Thru is used.

I have four pedals:
Eventide H9 #1 (MIDI channel 1)
Eventide H9 #2 (MIDI channel 2)
Korg SDD-3000 (MIDI channel 3)
Electro-Harmonix HOG2 (MIDI channel 4)

The MIDI signal is sent from the Boss ES-8, which is thus first in the chain. The HOG2 needs to be last in chain, as it only has a MIDI in, no MIDI out (go figure why…). As per gkellum’s suggestion, if the Boss ES-8 sends out the last pedal’s MIDI command first, then everything works without flaws when the pedals are in the following order:
1. Korg SDD-3000
2. Eventide H9 #1
3. Eventide H9 #2
4. Electro-Harmonix HOG2

But when the order is H9 #1 – H9 #2 – Korg SDD-3000 – EHX HOG, then the problem appears again. Go figure. Once again, there are no problems regardless of pedal order when all pedals are on the same MIDI channel. And there are no problems when the Korg is first in chain. But it’s that second H9 that doesn’t seem to keep up, and affects the effects after that in addition to itself.