The claim is “You can use any audio device that is recognized by the system, i.e. shows up in the Audio System Preferences.” The USB audio CODEC seems fine for main out but not pre-cueing. MACBOOK PRO and DJAY PRO. No problem selecting it just no pre-cue sound.
For reasons I cannot explain Djay has no issues now using my USB sound for main or Pre-cueing. Not sure if it is plugged in a different USB port or what. If I see this issue again I will try to capture my environment a little closer and even see what fixes it.