Set up "correct", but no sound, vu meters don't move

[Buddyhu]

I am using a Focusrite Scarlett, 3rd generation and a Mac.  I have gone through the process of setting this up with JamKazam, and in the last step, I hear the music in the headphones that plug into the Focusrite.  But when I do a test session, there is no sound, and the VU meters don't move.  I can get sound in my headphones when I use the Direct Monitor button on the Focusrite.  Anyone have some help to offer?