I wrote a lengthy reply and instead of clicking “Submit” hit “Post Reply”. Bad idea, all is gone 
So I’ll try again…
I try to follow this. It looks like you have cueing set up correctly, but pictures don’t show activity on the Performer side on its Studio and Master channels. So in short:
- Studio sends cue signal. See Devices/Control Room: there must be a cue channel “VST Connect Cue” and that channels’ meters should move when you start playback and have cue sends enabled on any such track playing back.
- The same meter activity (plus Studio TB) must appear on the Performers’ “Studio” Channel. If it doesn’t, the VST Connect Cue plugin is not correctly installed or maybe there is more than one or something the like. Try to remove all cue channels and apply “Repair VST Connect”.
- If the Performer Studio channel shows activity from the playback cues, that activity must also appear in the Performers’ Master channel. If it does and yet Performer still doesn’t hear it, check that the Performers’ Master channel is set to the artists’ headphone connection.
Hope that helps.