None of this reads as an issue. 

Contact Focusrite and get the correct cables for best results.

Unbalanced cables will work but you won't get the noise protection that balanced cables provide.

The only info I found on the Focusrite says that ALL of their units have 'mono-balanced' input and output jacks. Remove the leading hyphens from the line below to get a valid link

-h-t-t-p-s-:-/-/-support.focusrite.com/hc/en-gb/articles/115005178585-Differences-between-balanced-and-unbalanced-audio

Applies to: All units

All Focusrite ¼ inch (6.35 mm) jack inputs and outputs are mono-balanced.

Also - you mentioned having the 2i2 but there seem to be several generations of that model and they may be different.

This is the link I found for the 4th Gen User Guide.

-h-t-t-p-s-:-/-/-fael-downloads-prod.focusrite.com/customer/prod/downloads/scarlett_2i2_4th_gen_user_guide_v4-pdf-en.pdf

On page 35 it tells describes 'Connecting Line-Level Devices'

Connect line-level devices such as synthesisers, keyboards or mic preamps to either input using a
6.35mm jack input on the front panel.
When you connect a line-level device use a 6.35mm to 6.35mm TRS jack cable but note each
6.35mm input is a mono input. Turn off Inst when you connect line-level devices to the Scarlett
2i2.

Notice that document section (and others) mention 'TRS jack cable' which are balanced cables. Unbalanced cables would be 'TS'.

To sum up - yes you can use unbalanced cables. But your speakers, the Montage M and the interface ALL have balanced connections available. After spending 5K+ for the M8X and speakers IMO it doesn't make sense to try to save a few dollars on lesser quality cables.

Naturally that is your call. If I were you I would return the cables to the seller and exchange them for balanced cables. Keep in mind that the longer the cables are the more likely they are to have noise issues either now or after interlopers keep stepping on and tripping over them. Not the place to go cheap - too much risk for too little reward.

The inputs of the 2i2 accept balanced or or unbalanced (1/4 inch TRS or TS respectively).  Montage supports both balanced or unbalanced cables.  So using unbalanced is perfectly fine.  In the studio the kind of problems you may run into are controllable.  If you want to swap the cable for a TRS balanced 1/4 inch cable then that's fine too.  BOTH are valid configurations which is why I stated there's no issue in your original post.

If you want to "upgrade" your cabling to balanced then go that route.

The 'best' control is using the proper cable - IMO. 

Don't get me wrong - I agree that unbalanced with work until/unless there is a problem. So since he already has them and they will work, at least for now, not a problem.

But I do NOT agree that you always have control over studio cabling issues.

What we don't know is whether Lee intentionally purchased unbalanced and is now wondering if they will work. On the other hand he might have just bought the cables that the salesperson suggested or told him was needed. If that is the case he could take the opportunity to return the cables he just bought and exchange them.

Many sales persons 1) don't know the difference between balanced/unbalanced, 2) don't know the specs hardware they sell and 3) don't know the specs of the instrument the buyer plans to use the cables with.

My philosophy is not to throw bad money after good. If you can afford 5K+ for a synth and HS8 speakers you can afford the right cable. Why

Besides, balanced cables always make good replacements even to replace an unbalanced cable. That isn't true the other way around. 

USB Audio > Balanced > Unbalanced

And all are proper/valid/fine.  USB (I/O direct to keyboard) will be "pristine" and balanced or unbalanced will be colored by the DAC / ADC combos including the line.

Implying unbalanced is improper (due to labeling an alternative as "proper" ) is a bit aggressive of a stance since it seems to also lead to flagging balanced connections as improper (vs "proper" USB) because USB would eliminate signal impacts that balanced cable connections would deliver.

By 'proper' I meant 'designed for'.

I wasn't trying to be aggressive - just trying offer the best advice I can. And that advice is to follow a manufacturer's recommendations unless there is a good reason for not doing so.

We offer audio consulting and support to high end clients. Our first recommendation to those clients is, and always will be, to follow the manufacturer's advice.

The manufacturer used balanced connections for the audio interface. So, my opinion only, the 'proper' cables to use would be balanced cables to get the best use of what the interface has to offer.

My personal experience is that cables/cabling is one of the WORST places to have a problem. Yet it is one of the easiest areas for a user to avoid a problem. Cables get stepped on, bent too sharply and routed improperly just to mention the most common problem areas. In our consulting we see far more problems with clients that try to save money in the wrong (usually cheap) areas. 

High quality cables will last a lifetime. Poor quality cables may not even make it to the studio without being damaged.

YMMV!