From what you described it sounds like one of your pedals is not functioning.
You sort of figured that out , right?
And just a note, if your interface has a instrument input there is no reason to use a DI.
A DI box is mostly used for live sound when you need to send your instrument level ( hi impedance) signal over a long cable run. So you need to convert it to a lo impedance signal to eliminate possible RF interference over the long run.
If your audio interface does not have hi impedance inputs then a DI box can be used to convert the signal. But most audio interfaces are made with guitar and keyboard players in mind and have the correct connection.
Guitar effects are made for guitar hi impedance signals, passive of active should make little difference to a well designed pedal.
If the DI works when you plug your guitar directly into it then that's your answer.
Sounds more like there's no power to the compressor pedal. Are you using a A/C adaptor or a battery?
And make sure you don't have phantom power at the interface on.