what type of SPI communication do I have to use? Half Duplex or Full Duplex?
Usually half duplex is the correct mode as many chips don't support full duplex SPI.
I think the half Duplex is better because I don’t loose 8 clock cycle with the USB Status Registers.
I don't know where this information is from or what it should mean. Full duplex would be the faster option but the slave has to support it.
I don’t want any delay between the moment an action occures on my HID and the moment when I receive the data on my computer.
This is not possible. There will always be a delay because the information has to arrive on the USB host shield, has to be processed there, must be transmitted to the Arduino, processed there as well and finally transmitted to the PC. Every stage needs some time, so a delay unavoidable.
So do I have to use the SS signal and select each slave or do I have to use a Daisy-chain?
Correct, the SS signal selects the SPI slave to be active on the bus.
where the enumeration occures?
Which enumeration?