Well, no replies, but in the meantime I have managed to fix it. The issue was not with the UX2 or Windows, but with graphic cards. The Dell XPS laptop has 2: one is Intel, which is being used by default, and the other is high-performance Nvidia, which should be used for games and such. Which is being used by which application is being decided by the system. When I forced Reaper to use the Nvidia card - all the problems were suddenly gone.
I guess this could be added to the FAQ - many laptops now have multiple GPUs and it is not so obvious that this could be the source of sound problems.