Hello, unfortunately you cannot connect headphones. XLR Micro does not work either. I can't answer your question about USB Micro. The device is mainly intended for playback and it's great at that!

Hi, this is not an audio interface, it can simply play music from different sources but not record it. For what you have described, you need a USB audio interface with at least 2 XLR micro inputs (for stereo) and 2 headphone outputs (although 2 are usually only available on more expensive devices). Otherwise a piece of software for PC, which is usually also included.