I would be interested to know what your signal flow is. Where are your external synths connected?
(direct to the audio interface is not the place) For me I have 6 external instruments and they all connect to a analog mixer. Synths have analog outputs so you need to connect them to an analog mixer. I also use a digital mixer and have the analog synth mixer connected to the digital mixer.
(I could connect them direct to the digital mixer analog inputs too and I did but I am using those inputs for other stuff, mics mainly) That way I am always monitoring the outputs of the synths directly and not through any software. That is the only way to do it really.
If I don't want to turn any external synths to audio I simply let them play. I do a mix of those on the analog mixer. My DAW is always recording the output of the digital mixer which has the DAW outs of course connected there (digitally) and anything else that might be coming in. I never get any sync issues that way.
Turning external synths to audio is easy as I can direct any of the inputs on the analog desk straight to the audio interface
(which is in my case the digital mixer ) And yes you just do it one by one in real time.
The analog mixer works great because it has some real advantages. One is the Mic Pre gains can be matched to the synth sources so well. Some synths can be very loud and others quite soft. That mixer also has HPF and great EQ so any external synths can be altered a bit
(or a lot) on the way into the DAW. There is a lot you can do there before the synth is even recorded. That mixer also has a nice effects processor built in and it sounds excellent.