While I'm waiting for our team to chime in, I'll offer some advice for your first couple of points.
PeterRD
I bought a Nu Audio card in April and I am having many problems with driver 0.2.1.10 (and older). I have raised a ticket but so far no joy. I'm running Win 10 Home 64bit, latest build on an Asus Prime H270Pro board. I bought it primarily to record vinyl so I have my deck plugged into the line inputs (through a phono amp of course) and the output to my amp. Following issues:
1. If I just play a record and want to listen, can't - there is no sound (though system sounds do play). Windows sound settings shows there is an input. If I plug headphones into the Nu Audio headphone socket, no sound. The only way I have been able to get the card to work, strangely is when I use my audio capture software for recording - Wave Corrector Pro. It has an 'Aux Monitor' switch - if I tick that, the Nu Audio interface comes to life and shows the input sound and output and the headphone output works as well. I guess this gives a clue as to what is going on but I can't find a permanent fix.
2. The load and save buttons on the Nu Audio interface software are greyed out. Nothing I do makes them usable.
I'll address the second point first. The load and save buttons do not do anything in the NU Audio Software. The overall UI shares the same UI as some of our other products which use the Save and Apply (i.e. Precision X1), but all changes made in the NU Audio SW are done instantly (with the exception of a short delay on EQ changes). No need to save or apply, with the exception of creating custom 10-band EQ profiles.
Getting back to the issue with your vinyl player --> NU Audio card. This is pretty much expected, as something needs to record or process the input, and identify it as a source to the NU Audio card for playback, much like what you use with Wave Corrector Pro. I asked our friends at Audio Note, and they recommend that you use a DAW for this purpose. You can both record and specify an output to listen to the audio at the same time. Here's a paraphrased quote about your situation here:
"In such circumstances, I would jump directly to using a DAW and maybe that's not an obvious answer to a casual user. In that case, it's possible to monitor the same input you are recording or are about to. It would be better to use a DAW anyway, as you can get much better results, but the learning curve is a little bit steeper.
Audacity is pretty simple to use. I use Harrison Mixbus 32C, but it's not free. If you are used to using a real desk, then there is no substitute, and it sounds awesome. Cakewalk is properly pro level and free, Reaper is good, Tracktion is good, PreSonus Studio One is good, FL Studio is good, and there are others (some are expensive, and some are challenging to get working, like ProTools). I would suggest to play around and find something that works intuitively. If you are going to digitise your vinyl collection, it's well worth the expense and time to do it properly in my view. Once those albums and singles are sold, there is no going back."
Here are some of the tools he referenced:
I'll post again when I hear back from our Audio team about the Windows issues.