At the moment it is not possible to use different Input and Output interfaces without very high latencies.
Therefore we recommend to always use the same device/interface.
This means plugging your instrument and headphones (speakers) to the same interface eg:
Guitar-->Steinberg UR22-->Computer-->Steinberg UR22-->Headphones
or bass-->Computer-->headphones but not Guitar-->interface-->Computer--Headphones! (this way you would use your external interface for the input and your internal interface for the output!)