Hi.
Not sure what lag you are talking about. If you use the Hot Cues as designed there is no lag. I assume you are using the the Hot Cues with a USB devise exported from rekordbox?
If so and you are loading the tracks via the rotary knob the hot cues are loading and can be triggered without delay. When triggering them you are depending on the Quantize function. If Quantize is activated it depends what the Quantize setting is to which the Hot Cue aligns. If Quantize is off the Hot Cue starts immediately when pressing the button.
If you are loading the track via the Track Search buttons, the Hot Cues are not loaded for immediate use. You have to 'call' them first to activate. But even when calling them they are not ready to use. You have to press them first to make them work properly. This may cause a delay - but it is part of the current design.
It would be nice to have them ready to use when 'calling' them but this isn't implemented yet.
If you still experience issues with the Hot Cues, please let us know and give us an insight of your settings. In your post you haven't explained in detail when you are experiencing the lag and what your settings are. So we can only guess what you are talking about.