If we dont have the beatmap we cant help you with the issue...
please submit the beatmap and post the link for us here.
In the meantime, are you using headphones (wired), bluetooth headphones (not wired), or something else to output the audio?
It is known that using anything other than wired headphones can cause a bit of a delay and with the osu! editor not being a fullscreen application it could (maybe) be an issue where it is putting a delay on it because of that.
If it is not too much to get, a video of you editing the beatmap to show the lag/audio delay, and then going in to the test scene with no audio delay would be amazing.