[Jesse DeCarlo]

Here's the easiest way to fix this within Pro Tools: on the aux track that has your delay plugin, find the delay compensation readout in the mix window (says "cmp" followed by number of samples, at the very bottom of the channel strip). If you right click on that, there is an option to disable delay compensation for that track. Do it.

With delay compensation enabled, Pro Tools is holding back the output of that aux track so it lines up with other non-record-enabled tracks that have incurred processing delay from inserted plugins, which you don't want in the case of cue effects on an aux. Of course, you will want to re-enable delay compensation on your aux track later on if you are going to use it in the mix.

Perhaps my explanation is slightly confusing because you are using a delay effect plugin, and we're also talking about processing delay compensation... but I think you get the idea.