You have more gear than you have inputs for, so you will need to do a bunch of patching when you change your configuration.
With the preamps, I would plug them directly into the interface. The Allen heath isn't terrible, but it isn't as good as the preamps you have, so you might lose some of the benefit of the high end circuitry by running it through a low end mixer. If you want compression on the way in, plug the preamp into the compressor and the compressor into the interface.
If you need effects and dry at the same time, you have to use the mixer. Plug the aux 1 output into an input on the interface. Aux 1 will be your dry signal. Plug aux 2 output into the effects processor and the output of the effects processor into two channels on the mixer. Connect the main mix output of the mixer to two inputs on the interface.
Most of the time, it is pointless to record the signal with effects. You never know how much effect will work in the mix until you are mixing. Setting up effects in your headphone mix is common, but since you don't need to record it, the effects don't need to be special, just convienient.