Hi Scott, I use Windows 10 v1903 and have ASIO4ALL installed ( http://www.asio4all.org/ ) and I’ve set the buffer to as low as it’ll go at 64 samples (from Preferences/Play/Audio Device) This results in zero latency. To get the notes played to look correct in the score takes a bit of experimentation with the MIDI input latency compensation (Preferences/Play/Recording) - there are several help guides on how to do real time recording with your keyboard, for example https://www.youtube.com/watch?v=42Gmzl7gQ7k by Dorico’s Anthony Hughes (it was filmed with version 2.2 but still applies). I have my compensation set to 0ms and it all works a treat (with Roland, Novation and Behringer keyboards). As an aside, they all work spot on with Cubase too.
As for Mac, I haven’t tried real time recording yet, but I don’t anticipate any snags.