My question is: could this have something to do with the processor load? I mean, that GSX does not catch it's own interrupt or something?
GSX is not supposed to catch its own interrupts, that's not addon modules work. It's the simulator that sends a message to all connected applications to refresh their processing so, if for any reason the simulator won't do this, we don't get a chance to execute any code.
If you noticed the problem happening only with a certain density of UTLive traffic, due to how UTLive works (it creates AI on the fly), it's possible that appliation is flooding the sim with so many commands, that we don't get any chance to get our own notification. If you use a 3rd party weather engine, it's even more likely this is what's really happening.
Since both GSX (which runs under Couatl.exe) and UTLive are *external* (.EXE) client applications, the AFFINITY MASK setting can also have an effect on this. If you use this tweak, try to remove it. If you don't, try to set it to some values that would ensure the load is distributed across applications.