USB MIDI keyboard losing events on Windows 10

SO I have this new USB MIDI keyboard. And I have a Windows 10 PC, where I use GrandOrgue withthis keyboard and another MIDI source.

And I find that just on this new keyboard, not the other MIDI source, from time to time events are lost. AS in a note does not sound (on event lost) or is stuck (off event lost).

This might have something to do with CPU load as the machine is rather basic (AMD A6) and GrandOrgue (plus Win10 itself) can be CPU hungry.

How can I troubleshoot this?