"3. Playback does not sound - even when I do see the meter moving."
Welcome Benny. I might have some clues for you. You haven't mentioned what you are using for monitor speakers. You should have some type of powered speakers plugged in to the rear Main Out jacks or Playback Outputs. If you use only the Main Out jacks you will get sound from the front Inputs and also the Playback from your computer. If you use only the Playback Outputs I don't think you will be hearing the front inputs directly to the speakers as in "direct monitoring". If I'm correct you will only be hearing the computer's playback which will include latency of whatever you are recording. For this reason I suggest you simply connect your speakers to the Main Out jacks only. My UMC204HD works this way.

The "MIX" knob is for blending between IN and PB. IN = whatever you have plugged into INPUT 1, 2, 3, or 4. PB = Playback as in whatever your DAW (or Windows Media Player, Youtube, etc...) is playing back. Try setting this knob around the 1:00 O'Clock area for starters. Set the Main Out knob around 2:00 and turn up the speakers of course.

Open the ASIO Driver Control Panel and make sure the volume for all playback channels are set to max.

Check your SoundCard Properties in the Windows Control Panel after everything is connected and after RealBand is up and running. Make sure you can open the Soundcard window all the way to see everything that is there in the Playback Properties. Make sure UMC404HD is not muted in there. Your computer might have 2 separate sections for SoundCard Properties. One is the volume mixer with sliders and muting options which is usually the little speaker icon in the bottom right task tray. Clicking on the little speaker icon should open up some more options. The other is where you choose the default Playback and Recording devices. That one is usually found in the Control Panel. But you may be able to access it by clicking on the speaker icon then clicking on any one of the Device icons or Application icons at the top end of the Volume Sliders. Keep in mind a Device may have different properties that an Application. Again, you may need to re position and drag that SoundCard Property window open to reveal everything in there.
You will be dealing with SoundCard Properties and the Volume Mixer and RealBands Audio Settings and the UMC404HD ASIO Control Panel in order to get this set up.

Does the noise in your head bother me ?