@support_aodyo
Checked again and disabled the Sylphyo's movement CCs. Really cannot tell what is going on. Stuck notes, changing/losing the Sylphyo's internal sound (I mix with the Link's stereo input) and weird behavior overall. Turned everything off and on in different order – no change. Turned everything off, went back to direct MIDI connection and it worked fine.
Never mind. I believe some devilish ghost in a parallel universe prevents me from using USB hosts. A Keith McMillen host did not work here. A Kenton USB host didn't. Why should the Link do. I blame the ghost ;-)
MIDI over DIN works well, I will use this.