Steinberg ur22 audio output problems

You DO know you can/should only use one audio driver at a time? Most DAW users deactivate their on board audio & use their audio recording specific interface…in this case your UR22, thenyou should not be connecting any headphones or speakers to your Realtek anymore.
You should be selecting the proper Input/Output in your VST Inputs (or VST Connections) 1st, then in your Arrange Window (or Project Window) …on the selected tracks/lanes (while each are highlighted by your mouse) make sure you have the appropriate Inputs/Outputs selected on that track.

I don’t use a USB audio interface myself, though I’ve tried one. I do not like it myself, as in my experience and others have had various issues with USB even being recognized as the 1st hurdle among others. Luckily I’m working with an ‘old school’ PCI based audio interface…it just WORKS every time.

I even opted to connect my 8X8 Motu MTP AV midi routers via it’s standard midi connections to the midi in on my sound card, because the USB to computer can be finicky.