Okay, excellent, exactly what it should be; Next step... Plug a pair of headphones directly into the MX Phones jack and playback your track.

Hello..Ok, I plugged the headphones directly into the MX and played track..I can hear sounds from the midi performance, can even change VSTis and it works but I can't see audio showing up on the track, only the midi info lights..I can actually hear the same coming out of the monitors now also...

Audio will never show up on a MIDI Track.

The V in VSTi is virtual. If you are triggering VST, Then the MIDI Out is not set to the “Focusrite USB”, The MIDI Out would have to the VSTi.

Sounds like everything is working fine, you just need to learn Reaper...

In Reaper, you can see an audio signal and a midi signal at the same time on the track..

Reaper can only see whats in the computer.It sees Focusrite USB in the option box, but I'm sending MIDI out via 5 pin cable..Reaper doesn't know that because there's only Focusrite USB option listed, so it sees it as no output . I'm not sending USB out from the MX, I'm sending Midi in/out but Reaper doesn't know that because there's not an option other than USB to tell it any difference..