of course you won’t hear - but Dave said…
"Is there a way for me to record at the Cubase Pro end without the delay but still have the client hear it? "
nothing about hearing the performer during the LOCAL recording ?]
it’s not really true to say it’s the Cue plugin that causes the delay…there is obviously a delay because of the round trip time of the data via the internet/network…so a buffer is added…actually this is done in the performer app and the VST connect PRO/SE plugin …and delay compensation added to offset it. Why delay the Cue send…that’s the one place you can be sure of things being in time…The delay you hear in the studio is because the monitor plugin ties the mix plus performer feed together including the buffer delay. Turn this off and the delay is gone (plus the performer feed of course !).
If you do this the performer (the client) will still hear the studio feed INCLUDING the fresh recording (assuming his cue mix is set up correctly) and everything will be in time. When the Dave does the new local recording he should of course NOT use a track with vst connect pro/se in !!
I think we are taking suggesting different approaches to the problem. The answer really is for Dave to be more specific about what exactly he is trying to 
IMO the rehearse mode was created so that the Studio could give ‘nearly’ live feedback to the remote artist…whist rehearsing…not so that somebody in the studio could record audio without delay.