One issue may be the low output of the the SM7b and the max gain of the UR22.
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The SM7b generally likes to see about 60db of clean gain. The 54db of gain the UR22 has might be a bit on the low side which may account in part for not having a good mic level. You may have other things going on that are causing low headphone volume as well. Can you get the peak light to come or flicker when loudly talking into the mic?
Connect one of the outputs of your Mo'Phatt synth (or similar sound source) to the 1/4" Combo line input jack on the UR22. You should be able to set the UR22 gain to blink the peak light and this may give you an idea if the headphones and interface are working properly or not.
What have you got plugged into the UR22 Phones jack? It doesn't look like an normal headphones plug and cable.
I have an SM7b and while most of my preamps have enough gain for it, I bought a
Fathead inline amplifier to give it an extra boost for the gear I have that doesn't have the gain to pull it up to a good level. A
Cloudlifter CL-1 is a similar device.