Wireless keyboard connectivity issues on ThinkPad x260

I recently bought a new wireless keyboard and mouse set which connect to the laptop using a tiny USB dongle.

The instant I plug the dongle in my laptop, a Lenovo ThinkPad x260, the battery alert LED on the keyboard lights up, and there is a lot of input lag spikes, sometimes of 5-6 seconds.

However, this does not happen with my girlfriend’s laptop, an ASUS ZenBook UX310U.

The keyboard weirdly doesn’t have a brand, all I know is that it uses the “2.4G Keyboard Mouse” driver.

Does anyone have an idea of what is happening and how I could solve this issue? Are there some hidden power management settings for the USB ports maybe?