You have to set the monitor mixer to your outputs in the delta panels patchbay to hear the mixer on those outputs. Out 1/2 for instance.
In CEP, your inputs need to be selected for the track you want to record in - try right clicking in the track and you should see a record device menu. Depending on the drivers you have, the monitor mixer is either called in 7/8 or "monitor mixer". Don't forget to specify left for odd numbers and right for even unless you want a stereo recording. You probably shouldn't record off the mixer though, pick the actual inputs to the pre-amp instead - 1/2 or 3/4