Well… the procedure I described in my post is how I would hook it up to use it with Cubase.
I attached a link to the Yamaha Computer Related Operations Manual. Use it to connect your keyboard to the computer using the USB connections. Not to the UR44 itself. As I mentioned in my procedure. Cubase will automatically recognize the keyboard if you connect it to the computer and turn it on before starting Cubase (unless you have Cubase 9 which will allow you to connect the keyboard after starting Cubase).
Also, a link to the owners manual. You can see on page 48 and 49 how to set the “Local” function to “off”
You will be using a Cubase “Instrument Track” with an assigned VST instrument and choose an available VST sound. Your UR44 will automatically be assigned as the output for that track. While playing you can listen when the track “monitor” function is enabled. To hear after your record something you must disable the “Monitor” function.
All of this assumes that your UR44 is connected properly in Cubase’s VST Audio System menu and the UR44 output bus is correctly assigned in the Cubase VST Connections (output tab) menu.
You might be able to hook it up using the connections you mentioned but, I don’t know how to assist with that. I use a Yamaha keyboard with Cubase connected as I described and it works perfectly. Good luck.