the issue is you can't monitor in stereo when plugged into the 2i2. could you instead use the Axe-Fx as your audio interface with USB? then the monitors would plug directly to the Axe. or you could create presets using headphones and the headphone out of the Axe.
at any rate, the problem is the 2i2 and you'd face this issue creating and recording anything in stereo.
Anything in the price range of the 2i2 that is equal in quality and does stereo monitoring?
Edit: is there any quality / tone difference between recording via the 2i2 vs. the Axe or visa versa?