Make an aggregate device (with Audio MIDI Setup) of the USB Apogee mic + the Mac built-in output. Select this aggregate device in preferences/audio/device.
Assign the Apogee Mic to a track input. Rec arm and set the track monitor switch to input monitor.
That USB Apogee mic is an all in one USB audio interface and mic. You treat it just like any connected audio interface. Make an aggregate device to use multiple interfaces together. (The built-in output is treated like a separate interface itself as well.)
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