The cable method is a feedback loop
Hey Bodde, to me this sound like the Delay Mix (A + B mix setting) was not set at exactly 50% or midway on the knob. With the H9 Timefactor algs connected with both outputs in use, Delay Mix does two things: Panning to make sure output is centered and adjust delay output levels. So when the Delay Mix knob is away from center you'll hear extra delays even when both delay feedbacks are at zero.
What complicates this further is that it's tricky to get the A + B mix exactly at 50% via Control or on the pedal.
I've attached a Vintage Delay preset where I hand wrote the Delay Mix setting to exactly 50%. Can you import this Vintage Delay preset and give it a try with the cable method? All knobs work normally of course, but Delay Mix needs to stay where it is.