Neural DSP Tone King Imperial plugin

Hi everyone.
I’m new to the forum… first question.

I’m trying to record my guitar on Audacity, but can’t get the sound effected by the plugin (Neural DSP, Tone King).
The plugin is correctly installed on Audacity, I can select it when I create a new track. Then I click REC and start to play: I hear the sound with all effects I selected, but when I listen to the recording, the sound of the guitar is not effected at all (no reverb, no overdrive…).

Any tip?

I use Window10, Behringer USD audio interface, Neural DSP Tone King plugin.