Hi Sebastian,
Welcome to the forum… Yes you can have a race condition between messages arriving and the process waiting at a receive message event.
There are a number of ways to deal with this;
Implement a dwell and retry mechanism in your message delivery.
Use a message message buffer plugin like this one.
Modify your process model to concurrently receive either event and use conditional events to serialize process semantics - eg in your model Stage 2 must have stage 1 complete and receipt of message 2
regards
Rob