I'm using V1. I'll change Playback back to speakers, recording is set to vb cable. The DSD+ scope is indicating the presence of audio, just need to get it to the speaker.I assume you are using UT V1 in which case the bar is green on a solid signal, yellow not so good, red forget about it. Make sure your ppm correction is right for the dongles, UT "window" should be as close to zero as possible.
Make sure WIN playback has the speakers of the computer as default, make sure recording has vb cable as default (you should never have to change these after).
Once these are set then DSD+ knows what to do, don't start either programs until these defaults are set in Win.
In UT VI set the analog output to speakers and the digital to vb-cable.
These are samples using a single dongle set up, 1 vfo for signal and 2 for voice.
Analog is set to speakers and digital to vb-cable now. I'm using two dongles, one for control channel and one for voice. I'll duplicate your setup and see how things go.