I use a lot of external hardware synths using Renoise (by MIDI). How do you convert/record these tracks to audio?
Yes, that’s right. This is also the way I’m handling it at the moment - but it’s not very comfortable - because I have to edit and find the exact starting point after recording so it’s in sync with the other renoise tracks.
I also tried to to sync Soundforge (which I use for recording) and Renoise but it didn’t work?
I hoped that someone knows of a VST where I can select a filename and a Audio Input Channel and as soon as I press play the VST will record it into the file - correctly in sync with my renoise tracks.
Thank you! Of course, all music is written and produced in Renoise! 
Have you tried setting the delay option negative in the MIDI instrument properties?
It’s default is 0ms but you can set it to -50 msecs, it would remove most of the delay if not all.
(depending upon your equipment)
The problem occurs not in Renoise. In Renoise I didn’t have (or at least feel) any latency. Let me explain how I work:
I write my song completly in Renoise. Then I render every track in a seperate file and start to record each midi track to a audio file (I press record in Soundforge, then I press play in Renoise). Now I import all seperated tracks in samplitude to start mixing and mastering (but of course I have to find the right starting point of the midi-recorded audio tracks, so they are in sync with the other tracks).
Some years ago when I worked with logic it was a lot more easier. I just selected bounce track, and Logic starts recording my midi track as audio and inserted it after recording in my arrangement complelty in sync with the rest of my arrangment.