If the Yamaha insists on being Output in your setup, and the Yamaha won’t accept audio input, and you want to use the Focusrite for audio input, you need to create an Aggregate Device in the Mac Audio midi setup panel and set the Yamaha for Output, and Focusrite for Input. Then select the Aggregate Device (not the Yamaha ASIO) in Wavelab. Then set the Yamaha outputs in Wavelab, and the Focusrite inputs in Wavelab. Screenshots of your setup would still be helpful.
Aggregate Device on Mac and ASIO4ALL on Windows are the only possible way to use two interfaces at the same time in Wavelab (using the input of one, and the output of the other) afaik.