New to hardware and I am stuck.

[Fissure]

Hey
I have used Pro Tools for nearly 20 years but this is the first time I have ever tried to connect and use hardware, yes embarrassing I know.
This no doubt is a really stupid question but for the life of me I cant work it out, I bought a TB-03 and I wanted to use it as midi in pro tools so I could program it in pro tools rather than via the unit.
Long story short to use the TB-03 I had to upgrade my OS to High Sierra, my Pro Tools to 2018.1.0 & my RME UCX software which was a nightmare in itself and now I am struggling to get the TB-03 to work in Pro Tools.

Anyway I went to the Roland site downloaded the driver for it and now I’m baffled.

So in the installation read me thingy it says:
In system sound preferences to select TB-03 for:
Play effects through, sound output & sound input which seems odd to me.

Then in Audio Midi Setup which has the TB-03 showing it says to add a second device called TB-03 and connect the arrows from the first TB-03 to the created one.
I ran the test check and the test tones are coming from the TB-03 unit speaker not through my audio interface.

I should mention that I am not using the midi connections on the unit, I am using the USB connection.

After doing that it says to select TB-03 in the audio driver setting of your software as well as selecting TB-03 in the midi driver setting of your software.

So then I open a session create a midi track I have the input set to “all” and the output set to "TB-03” I can see that the notes are playing in Pro tools because the meters jump but no sound and nothing going to the master bus.

In Peripherals under Machine control (master) the TB-03 is enabled.

In Audio Midi Set Up on my computer under Pro tools Aggregate I/O the microphone, output, RME and TB-03 are ticked in the "use” column.

Does anyone here know what I am doing wrong? do I need to change things in my Pro Tools I/O menu?

I would really appreciate any help anyone could offer.