You need a cable that has four connections. Ground, L, R and mic. This will need to split to two connectors - one stereo connector and one connector for the mic as usually, on PC's the mic connector is seperate.
IF you can, try and find a way of using the bluetooth interface for everything - that will give you a better chance of making it work.
The problem IS your speakers. 100% guaranteed. You are getting sound on the headphone jack on the speakers and get sound from the speakers when you first turn them on. That means the signal path to that point is good. There isn't bidirectional communication between the interface and the speakers, it is just an analog signal. The interface has no way to ...
I own the UR22 mk2 and had experienced similar problem before updating drivers (win7 64bit).
If it's correctly plugged into a USB 2 port (usb 3 is buggy on audio interfaces) It can really be only a driver issue or incompatibility and the best course of action would be to directly contact Steinberg or use their suport forums.