Recording a mix in rekordbox from CDJ-850 with Xone 96

Hi, 

I have tried everything that I have found on these forums but still I havent figured out how to both record my set and to get my DJ output through 2 channels. 

Setup: 
Xone 96 mixer - usb cable - laptop
Xone 96 mixer - audio cables to CDJ's. 
CDJ-850 - usb cable - laptop
CDJ-850 - usb cable - laptop
Rekordbox - performance mode. 

Whenever I put the mixer on internal mode. (so that I will be able to record). I only get 1 output channel. So I cant do any mixing.

Whenever I have external mode I can mix but I can't record.

This is very frustrating. Please help! :)  

Thanks in advance!