One way you might do it is to set the sound FX audio inputs in vMix to go to one of the audio busses (A-G) and NOT to the M (Master), as would usually be the case. In the audio output settings, you would send that audio bus to one of the USB audio returns on the L-12, which can be used as inputs 9/10 or 11/12. That would allow you to mix and monitor all your audio on the L-12, with the mixed output being sent back to vMix (in the way it is now), but as the only audio source going to the Master bus.

The only issue |I see with that is I already have headphones into a headphone amp which is connected directly into the Zoom L-12 audio interface. I am guessing I would lose the sound of the mic going through the Zoom |L-12 audio interface. I am going to give it a try