Did you set your Macbook Headphones as your output device within GR7. Pro tip, it's a lot easier to just take a screen shot of your audio input/output page then type everything out. I don't have headphones on my Macbook, but it should basically look like this for the output settings.
CTRL-SHIFT-CMD-4 will let give you crosshairs that you can then click and drag around an area to screenshot. It copies it to the clipboard so you can just CMD-V it wherever you want it. Alternatively SHIFT-CMD-4 will do the same except save it as a file in Screenshots on your desktop instead of saving it to the clipboard.
When you say you can only hear it out of the back of your audio interface. Are you hearing the GR7 modified sounds or are you hearing your guitar dry?
Did you get this resolved. It seems like your output audio device is still set incorrectly. Have you set your output audio device in Guitar Rig to your Mac? It should look like the screen shot I pasted a few posts ago.
Good morning, I'm jumping into the discussion because I'm experiencing the exact same issue. I purchased Guitar Rig 7 Pro yesterday, installed it on my MacBook Air M1 running the Sonoma operating system. I'm using a Focusrite Scarlett 2i2 3rd generation as my audio interface. Like the user mentioned, I've granted access to the apps for disk and microphone, and I can see the input signal, but the output doesn't allow me to use the MacBook or the headphones connected to it. I'm attaching screenshots to illustrate what I've mentioned, showing that I have no other options besides Scarlett and built-in. I hope you can resolve this quickly, as I've spent quite a bit of money on the software and am unable to use it.