I'm a little confused. In your original post you said audio from your AxeFX was playing fine through the connected speakers. Now, you say you get no sound through the connected speakers? You definitely should be getting output from the analog Output 1 L and R on your AxeFX.
To clarify...my Axe rig is in 1 room where I have an Atomic CLR plugged in via TS cable. That has ALWAYS given me sound. I have my cpu / interface / and KRK studio monitors (i.e. my 'recording' stuff) in another room. I have the KRK speakers connected to the AxeFx via 2 XLR cables, yet the AF3 isn't sending any sound to the KRK monitors when I play.