I'm in a similar situation: physical HX device (Stomp), Helix Native, separate audio interface (Scarlett 2i2) and Logic Pro.
What worked for me is to mostly use the HX Stomp, connected via USB to my mac.
In Logic, I setup my template so that i'm always recording both the effected signal (HX Stomp outs 1 & 2) and the dry* signal (HX Stomp outs 5 & 6)
This lets me either reamp the dry, or I can run it through Helix Native or whatever other plugins.
Unusually, I also monitor via the HX Stomp headphones out. This monitor is everything out including Logic.
I have the HX & Scarlett set up as an aggregate device and for my purposes have not noticed any performance or latency issues.
I would definitely try to avoid sending HX analog audio out into UA Twin Apollo analog audio in, you're just converting the audio back & forth between analog & digital for no gain IMO.
* I have my stomp on a pedalboard, there is compression and a few other pedals before it goes into the Stomp so it's technially not a completely dry signal, but close enough.