Thanks for the info. That's good to know. I've ordered Audioquest's own OTG cable called the Dragontail, although it's not very clear from the images on Amazon or their own website whether it has a micro-USB or a USB-C connector. I will find out when it arrives tomorrow but hopefully if it's micro-USB it will still work with an adapter. Either that or I will have to return it and find an alternative.
I spoke to Audioquest who said it's a known issue with the DSP in the PX headphones. It's not a problem now anyway. I've returned the Dragonfly Red and bought a hi res audio player to bypass the Note 9 completely.