You were correct in that there doesn't seem to have a record out, so you need to use one of the master outputs. What model is the Steinberg? The interface might be set to "mic" / "instrument" mode, which means the soundcard amplifies the signal. As you're sending a signal that's already amplified You'll need to change it to direct in, and turn on pad if it has it as well. If I have model of the interface I can probably explain what you have to do better. Are you just recording into audacity?