Hi and welcome to HR!
If any of your midi devices are USB then that's fine; They can stand alone.
If not, midi devices can be chained as long as A: one of them has a thru port in addition to in/out, and B: Each allows you to set a custom channel for it to operate on.
If your devices don't meet that criteria, then you would need and audio interface with multiple midi inputs, or a separate usb midi interface.
For audio it looks like you just need two XLR microphone inputs and two DI/instrument inputs.
A lot of interfaces have a switch to allow DI/instrument on their first to inputs, so have a shop around and see what you can find.
At a quick glance, something like the Focusrite 6i6 should cover your needs with two DI and two XLR with phantom power, simultaneously, and a midi input.
It, like most audio interfaces, also has your headphones and main monitor outputs covered.
Multiple headphone mixes can be a bit tricky.
There's two main ways this is done.
One is a fancy system that sends everything to everyone and offers each headphone-wearer their own 'mixer' or control panel to customise what they hear.
That's $$$.
The other is to manage submixes in your daw and send them to different stereo output pairs on your audio interface.
So musician A is hearing a mix going to out 3+4, musician B hears what goes to 5+6, etc.
The latter option means you'd need multiple line outputs on the audio interface, and a headphone amp to go with each pair. (or a multi in/out headphone amp.)
That focusrite I mentioned only has two pair line outputs, and one of those is main mix, so that would afford one additional custom headphone mix.
I guess you'd be looking for something with, maybe, 8 line outputs?
