thanks for your answer and your kind offer. I actually got an eye-tracking experiment working under PsychoPy using pylink. It would be great to see your solution though (of course I can send you mine also).
In the meantime it seems that I found the answer to my question by my own, even though the evidence is somewhat indirect.
In iohub I found:
See Computer.setPriority documentation, where current process will be the iohub process.
So the answer to my question seems to be: yes, I will need to set high priority, and also to disable garbage collection when doing experiments in python, because this is not implemented as a default behavior in PsychoPy but has to explicitly called when needed.
I must admit though that my technical knowledge suffices to understand what these functions do in principle, but that I do not really know whether these are needed in all time-critical experiments or not, or under which circumstances these settings are particularly important or unimportant.