Volume Problems

Hi Guys - I'm new here! 

On my DDJ-RZ I've got my output headroom set to -9db, so maxes out at zero on the controller at about 10pm. Just nicely flashing on to the first Orange LED.

Problem is that this does not match what I see in rekordbox and thats way down below half way in the green.

I can turn up to max orange/red on the controller, but this does not reflect what I see in the software. This can result in my recordings being quieter than expected. 

Where I am I going wrong? I can amend the output headroom, but this only seems to change the level of the trim knob.

Is there another setting I'm missing?  Cheers!!