Same here,
I use VST Connect SE fairly regularly and it all works fine for me!!
And I discovered something recently! If I have a vocalist sing lead vox and then I want him to add harmonies, I just drag his lead vox track down until Cubase creates a new track, and then the vocalist can hear his original and record a harmony track 
I don’t have to worry about routing or anything technical, it just simply works!!! Last time I did this I had 1 lead vox and 4 extra harmonies recorded within half an hour and it all worked brilliantly
One thing though, I notice that the free VST Connect performer software had been updated and I wondered if there was any updates coming for the business end of the programme?
I am connecting tonight with a performer using the latest updates so if I encounter any issues I will report back but, as I said at the start, all works fine for me?
Jim B