Capture on Nano Cortex is missing Distortion, on AB test the tones are different - Need Help

I’m trying to capture tones from my DAW plugins to my Nano Cortex. I followed this tutorial on how to do it and when I captured the tone the final output has no distortion - when I A/B it the captured tone has no distortion and my original tone from my daw going into the capture input sounds good.

I know the Nano is getting the tone because I am monitoring with headphones from the nano and I can hear my tone through it from my daw. The capture input is receiving the daw tone. The gain is also in the green and looks good when I am in the capture section.

I’m using an Apollo Twin X and the routing should be right according to this video.

Any help would be appreciated. I am not sure if there is anything wrong with my device.