The Elektron boxes I tested don’t generate very stable MIDI Clock Messages. These results are a bit outdated, but I don’t think much has changed since then.
It might sound counter-intuitive, but most DAWs are going to generate much more stable MIDI Clock than most hardware boxes, especially if you’re on macOS.
As I’ve explained here and here, MIDI Clock jitter doesn’t matter too much with most modern hardware and most modern software, but in this specific case you’re clearly noticing an issue with your synced delays in your DAW.
Using your DAW as the master is the simplest solution since that way you can be sure your tempo-synced delays running there are always rock-solid.
The other option is to use a hardware box as the MIDI Clock source that is more stable.