This may be too late, bit I believe that the RME UFX interface with its TotalMix-Fx software is the answer. TotalMix remains active at the same time as your DAW and you can use it to route anything to anything, so creating multiple headphones mixes is very easy.
I have a UFX with two MR816CSXs linked to it via ADAT (although you could use any other interfaces in place of the 816s) - it is the best system I have ever had. It provides zero-latency monitoring and monitor-effects on all of the inputs.
Before getting the UFX, I used six MR816s linked together with Firewire and ADAT, but the direct-monitoring does not work (see the MR816 forum). The setup was very difficult to understand and the suggested work-around involved sacrificing all S/PDIF ins and outs and and some ADAT inputs and was almost impossible to maintain.