Which Audacity version? Update it if old?
Try disabling/enabling “Audible Input Monitoring” seen on screenshots below the highlighted stuff in Can’t find “software playthrough” option - Audacity 3 Help Forum - Audacity Forum.
Try out system audio setting 44.1 kHz vs 48 kHz? Restart Audacity after changing?
Play around with the selected recording and output device, see Audio Setup Toolbar - Audacity Manual /// Tutorial - Selecting Your Recording Device - Audacity Manual?
Looking at Voice monitoring stopped working, anyone know how to fix? : r/blueyeti perhaps the firmware needs an update.
You might be forced to use Logitech G HUB Download - Yeti – Logitech Support + Download /// G HUB Gaming Software | Logitech G 
But there might be a risk that it makes things worse? - Blue Yeti Classic - New Logitech driver breaks spatial sound support : r/LogitechG