Most likely you didn’t put the “VST connect cue mix” plugin in a group channel .
First you have to create a group channel labelled “playback” in which you route all your playback, then from this group channel , you make a “send” to another group channel labelled “to performer” in which you insert the vst connect cue mix plugin.
It looks a little bit complicated but from what I understood, create a playback group channel and SEND the audio ( not route the output ) from it to another group channel is necessary to make the delay compensation work properly and have everything synced.