Co host not being picked up through audacity

Hello All

I have a xenyx q802 usb mixer. I run a sports talk show that live feeds and takes calls. I record these through audacity. For some reason audacity picks up what I say, it also picks up what people on the phone say but it does NOT pick up my co hosts who are not on the phone they are talking to me through a stream such as zoom or streamyard

I have the mic and speakers setup to run through my mixing board

Any idea what I may be doing wrong?

Windows normally only records from one thing at a time (i.e. your USB mixer).

If everything is going-through Zoom, I believe Zoom has a recording option.