Since a week I had a brush lag when using Photoshop. It happened first in PS CC 2019. Then I installed PS CC 2020. Same brush lag. Then I installed PS CC 2018, same problem, but I never had that issue in the past with that version.
I had tried every suggestion I found to get rid of the brush lag, with no effect.

After checking other third party programs I've seen that my antivirus program (Avira) had updated secondary programs - Avira Phantom VPN and Avira System Speedup at the time when the problem started. I've uninstalled those and the brush lag is gone.

Good example for unusual interaction of software.