Hi, so a bit of a mystery to me and probably an easy one for someone else 
I’ve got a DX7iiFD routed into the L and R input of my Digitakt, which is connected to Ableton via Overbridge, like so:
I’ve got a Valhalla Reverb on the DX7 track in the screencap above.
When playing, I hear my Clav sound + the Reverb just fine; but when i press record on the DX7 track it only records the reverb without the actual Clav sound.
One thing I noticed is that the MIDI track that houses Overbridge does seem to receive some audio:
Now; do you have to have the Digitakt set as your Audio interface in order to record the inputs? Since the OB options do not reflect that.
My workaround is to mute everything except for my Daw Playback (via focusrite) and the track with the reverb, but its a bit weird that I hear something and am unable to record that, but let the record show that I do understand I am just average at best in understanding routing etc.