Monitoring sends input direct to the output, inside the sc. So it shows you get input.
Playing with levels is OK as long as you use phono as a source. However using line as input where the sc is set to phono may cause permanent damage. The voltage of a phono signal is way lower as of line level.
I would think the issue is driver, usb cable related. Or worse case something defective in the sc that sends info to the usb output.
Download the dreiver from ESI-Audio
The U46DJ is the same card as the U46MKII and u can use the Driver
If you're using a USB3 port, change to a usb2 port (if you haven't changed USB port yet, you could do this). If you change port, be sure to run the setup again!
First focus would be to get sound OUT from your device. As you have noticed/shown there are a lot of steps/conditions for input. So as long as output doesn't work no use the put effort to that.
Use the 32bit version of Cross, just to exclude any 64bit drivers issues.
Just to be sure, first set output to your internal sc. Play a track and while playing you can change to the external one.