Thanks for taking the time to answer!
First, the good news: everything works fine on my old laptop which runs Windows 7 (32 bit). Playing the MIDI keyboard while playback runs as well as recording.
The issue described above occurs on my desktop computer which runs Windows 10 (64 bit). Here are the answers to your questions:
1. Yes, the MIDI indicator also becomes unresponsive.
2. No, unfortunately, this is my only MIDI input device.
3. Pressing OK in Audio/MIDI dialog does not bring it back, so it is probably not the MIDI driver.
4. Retested without any other application running that accesses MIDI ports, does not help.
5. FYI: I realized that the signal does not get lost when playback is not longer than about a second. It gets lost if the playback runs longer than that.
