The 2i2 basically does work with all the latest stuff as I can confirm (got one myself with OSX El Capitan and PT12). As it doesnīt use any driver or software
there should be no problem from the Focusrite itself (given the unit is not dead).
First of all set up all the optimization stuff for Yosemite.
http://avid.force.com/pkb/articles/t...Optimize-10-10
Restart your system, open PT and make sure you really have set up the Scarlett as your audio engine in Pro Tools (check out your Playback Engine menu settings).
Then go to your I/O menu in PT, click the DEFAULT button on every single page (Input, Output, Bus, Insert) and click OK finally.
Then check out the I/O settings on all your tracks including the Master track as they all need to meet those on the Scarlett to receive any output.
Finally check out your hardware. Make sure your headphones are ok, the cables from the 2i2 to your speakers are ok etc. Check out your USB cable as well and
even donīt forget to check the settings on the Scarlett itself.
The best of success to you!