The audio box will set the levels for going into the computer and SONAR. Think of it as the physical mixer. The computer is the tape machine - you set the levels at the mixer stage.
Coming out for the headphones you set SONAR's masterbus, then any hard/software controls in the Presonus audio box. Levels in the audio box should be good - 6 dB or so at most. SONAR should be displaying the same in the track channel. With 24 bits you don't have to record hot.
Coming out is gainstaging too. The SONAR track comes out to the mix bus in SONAR. That signal is sent to the audiobox where it can be changed, as well as the headphone amp.
Two problems. One, the preamps in the Presonus aren't that hot, so if you are recording a soft acoustic sound it may be hard to get enough signal. There could also be a problem interfacing between the audio box and the headphone amp.
There may also be a zero latency function on the audio box (I had a FirePod and it had no soft mixer). In that case the signal coming into the Box is sent directly out to the Box outputs. It still goes to SONAR, so you need to turn off the audio output of SONAR. I forget the button name, it is at the top of each track's header, and passes the recorded track signal through. You'll hear both signals that way (the Box's zero latency and SONARs recording, and the computer sound may be delayed and phasey against the zero latency).
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