UR28M - Phones Output not working with Cubase

Hi I am new to recording and am having a simple issue for which I was not able to find an exact answer.

My Equipment:
UR28M (Guitar in Input 1 Hi-Z, Headphones in Phones1)
Cubase 5

When I use the dspMixFx software only (without Cubase) my phones output works and I can hear my guitar through my headphones which is what I need since I do not have Speakers at all currently.

When I use Cubase to try and record I can get the input to work in Cubase and record but I cannot hear my Guitar through my Headphones any more. Also when I playback what I recorded I do not hear it through my headphones.

I think I have tried adding all the possible outputs in the VST connections menu just to see if it will play but it still does not play through my headphones.

Do the phones outputs not work when using the UR28M with cubase? Should i be plugging my headphones into one of the Line Outputs?

Thank you.

you’ve to activate “Direct monitoring” in Device Settings from Cubase and in the recorded track activate the loudspeaker button. Not sure how it looks in Cubase 5 exactly cause it’s too long ago that I’ve worked with it