Arduino for STM32

I don't think that you are "losing" byte on receiving side from Serial4, just that it is not printed on (USB) serial monitor.
I suspect a buffer overflow problem in the USB composite library.
It may happen that the USBComposite library version from Roger's core is not up to date.
You can download ...

I'm currently using a STM32F103RET6 and I tried to make a serial bridge with an esp8266 module over serial4. With my project, serial4 starts to drop bytes. However, with a barebone sketch, it works perfectly. The only two libraries I used in my project are Arpruss's USB HID and FastLED.

This works ...