Headphone mix with UR824 and Cubase AI 7

I’m trying to setup a template to record 2 tracks (guitar + voice) using a wav as backing track in my UR824.

I want to send a cue mix to the artist using direct monitor (backing+guitar+voice). Following these steps

1- Create 2 sets of outputs
*Main (Control Room) Mix 1 L/R
*Cue 1 (Headphones for the artist) Mix 2 L/R

2- Route the main output of Tracks Voice, Guitar and Backing track to Main (this comes for default)

3- Use a Send to route Tracks Voice, Guitar, Backing track to Cue 1

4- Enable Monitor.

The problem is that the artist can’t listen to himself or his guitar, only can hear the backing track, meaning that he can’t hear anything that is getting monitored

Anyone knows how to do this? In Cubase 7/Pro 8 this is possible with control Room but in AI/LE/Artist there isn’t CR.

Pd: If I disable Direct Monitor, it is possible to monitor everything, but of course tweak the latency and buffer is annoying…