Hi Emma – that is really weird. It sux you can’t record any music.
I’m not an expert with this but have used the UR22 MKII and now use the UR824 so I know the software. I am just shotgunning ideas that might help.
We know the interface is powered and working – Cubase must be seeing it in order for those functions to appear in the hardware section above the channels. Have you tried hitting record on the transport and seen if anything is recorded on the track?
Have you definitely got all the latest firmware, drivers and tools installed from here?
Oddly enough, with MacOSX 10.15 you could also try the older packages too if the newer are ones are what you are already using.
Is the CC mode switched off?
Have you given the OS permission to access the microphone?
Have you maybe tried another USB cable as sometimes they can kink internally and leave you with only partial functionality?
Other than that I would try to just go back through manual again especially inside the Cubase part of things and see if there is anything you are missing:
Or it might be that an OSX upgrade could help. I use Cubase in Windows myself and had slight bugs with Cubase and the UR intergration features that were cured by an upgrade to to Win 10 from Win 7.
Short of that you may have to put in a support ticket in your area and see if they can help. I know this is a bit hit and miss for some users:
I have been lucky in Australia as they are quite responsive and helpful when I haver reached out to them.