UR824 direct monitoring FAIL help please Steinberg!

How the hell do I route a direct monitoring signal to the headphones in a UR824? From Cubase 10.5…

It actually seems…impossible!

I am running a mic pre into channels 3 and 4 in the back of the UR824. I have “Direct Monitoring” enabled in the Cubase 10.5 control panel. I see signal coming into the input tracks. If I unmute the actual channels I am recording to I can hear the signal, but with enough latency that I cannot monitor with that mix. If I mute the actual recorded channels I get no sound to headphones at all.

Is it a requirement that I use the Control Room to use direct monitoring in Cubase?