Is not it that H9 Core and H9 Max are hardware wise exactly the same units? To my understanding, the only difference is the licence thing.
This is indeed the case. The only possible explanations that I can propose are:
1) Most likely. His Max unit has some kind of hardware MIDI problem that the Core unit does not.
2) Less Likely. Because the Max has many more algorithms than the Core, it is possible that a demanding Max algorithm is slowing the unit down enough to foul up the MIDI. But, if this were the case, problems would vary according to the loaded algorithm.
Either way, the most likely solution is to use some kind of MIDI splitter or multiple output controller, rather than relying on THRU. It is worth remembering that when the H9 was designed, having MIDI at all on a guitar pedal was advanced. Now, with computer driven MIDI, it is very easy for a 3GHz processor to overwhelm a simple pedal.