Pls check https://helpcenter.steinberg.de/hc/en-us/articles/360012899079
You must make sure to have the VST Connect Monitor plugin inserted after your main Monitor. If you listen via Headphones, you need to insert it there (I guess you can even have both).
You shouldn’t even be able to engage track monitor for a Performer Track, this will be delayed by remote delay so it makes no sense. As dr already pointed out, the Performer signal needs to cicumvent all delay compensation and is thus routed directtly to after the monitor output.