I tried to get the Maschine 2 Software Audio Inputs working with my RME audio interface for the better part of an hour without success. Everything seemed properly configured, but there was no sound.
This article (as posted by @D-One on this old forum thread) saved me from going insane:
https://support.native-instruments.com/hc/en-us/articles/360001936818-MASCHINE-2-Does-Not-Receive-an-Audio-Signal-with-macOS-10-14-or-higher-