I tried the newest Windows 10 Preview version, but no luck. :/
The drivers installed correctly, everything green in the monkey, the UX2 is present at the device manager, but no sound. No error on playing media, just silence, the VU meters are still too.
So I opened a support ticket about it, and I got a (maybe helpful) answer:
"Right now there's no support for Windows 10 Please check our download-pages regularly There will probably be Win10 updates but there's no timeline at the moment (testing needs to be done etc)"
Let's hope the developers are working fast, the new Windows seems much better than 8.1!