I agree with Nick, it is probably due to something in the chain preventing the TimeFactor receiving the midi messages….. Possibly due to something set to OUT rather than THRUOGH…not used an M9, but have used and M13 years ago, given the chain you have suggested I would say you want everything set to THRU, rather than OUT….except for the GCP.
pThe GCP and the TimeFactor definitely work together as I ran them both for a while.
How many midi ports are on the M9? If there are 2 …in and out…. See if there is something in the config to set the out to "thru"… If there is a dedicated "thru" port…make sure you are using it.