It's not an impedance mismatch issue IMHO.

Install and use the ASIO driver for the 2i2. You might need to adjust the latency setting and the buffers.

Audio is not usually an issue for latency (lags in the sound) on playback. So you can plug into the audio line in and things work OK. Not hearing something at all is generally an indication that you don't have things set up properly. An impedance mismatch is generally indicated by low levels that are impossible to raise and or distorted audio from the device in question.

Do NOT return the 2i2. Install the ASIO driver. Then, take the time to learn how to use it and get the signals routed properly.

Be patient. It took me almost 2 full weeks to get my Focusrite set up and working properly. In the meantime, I had no sound from the devices in question either. Once you get the routing correct, you will be able to work with audio and midi with synths at the same time with no delay from the synths.

Monitor your signals from the INTERFACE.... not the keyboard.

Plug the Interface in with a USB cable to the laptop. Plug the headphones into the INTERFACE. Plug the yamaha synth into the laptop if it's a USB capable keyboard. Audio stuff like guitar goes into the INTERFACE audio in, and for it, you might want to have a preamp or some sort of guitar processor like a POD 2.
The interface will be the soundcard when you are working on music. Make it the default in/out for the BB/RB programs and for a DAW if you're using one of those.

Set your rig up in that manner and then work on getting the routing correct and the settings adjusted so it works properly. That is the correct way to do things.

You can find my music at:
www.herbhartley.com
Add nothing that adds nothing to the music.
You can make excuses or you can make progress but not both.

The magic you are looking for is in the work you are avoiding.