Hi, hoping someone can help me set up.

I have a Korg Kross II keyboard which has a mic input line (I've connected the mic in there - so if I plug headphones into the keyboard I can hear both keys and vocals). The keyboard also has a USB out line which I've connected to computer and tested (as a mic part built into other device).

The mic is working on Jammr - I've ticked “play back my audio”; can hear my voice in the new jam I started; but no keyboard sound coming through. Should I be able to connect directly or do I need to connect the keyboard to a speaker and route back through the mic?

I'm using Windows WASAPI audio system, Microphone Array (Realtek Audio) input device, Speakers/Headphones (Realtek Audio) output device, 48000hz sample rate and 5.33 latency.

Any suggestions please; I feel like I'm so close to joining the action!
Thanks