The Zen Go is an excellent audio interface/dsp processor. However, for the low latency monitoring through the computer scenario that you're describing, the most important factor for low latency is not your audio interface. Instead, it is the audio buffer size in your DAW (and the corresponding buffer size in your Axe-FX).
In other words, IMHO there's no need for a dedicated audio interface for the simple use case you've described. Even configuration #1 in the recording guide will suffice. Are there cases where a dedicated audio interface and spdif makes sense? Yes, of course, but it doesn't seem like it's a good choice for you.