All the buttons etc. in your screen shots seem to be set correctly.
Try deleting the ‘Mac In’ bus & then recreating it, or maybe just disconnect the virtual ports and reconnecting them. If you can see the signal on the UAD & it gets to PT that implies the signal is getting lost between the UAD & Cubase - as you’ve indicated. I’ve had occasions (on a PC) where Cubase seems to forget connections, but when that happens the entire bus is gone. I’ve saved my various Connections configs as presets & reloading the preset gets them back.
Not exactly the same as your problem, but maybe in the neighborhood.
And you’ve set the output of the Mac as Virtual 1-2 in the Audio Midi utility under “Configure Speakers”? You could test the Cubase side of things by outputing a VI track to virtual 1-2 and choose virtual 1-2 as the input of an audio track. See if it sends the signal to the audio track.