You have an unfortunate choice of equipment. Because of the USB microphone, your choices are the USB microphone or Anything Else You Can Think Of Doing. "OR" not "AND."
The simple answer is Audacity will only recognize one Sound Device -- usually stereo, sometimes mono. There are USB sound devices out there now that will package multiple channels of sound and present the package to Audacity. One device showed up as part of another post and I can't find it. Just as well because it cost a bazillion dollars.
Everything else you have on the list can be managed by one of the fine USB or other capture devices we reviewed earlier. But again, you have to unplug your USB microphone to do it.
http://forum.audacityteam.org/viewtopic.php?f=27&t=9477
You can record everything but the vocal, switch the equipment and then play back the instrumentation while you record the voice over it. That can be done.
Actually, you have four high level Line Level signals and one USB microphone, so you already need a fairly sophisticated production mixer. Basically, you mix the show down to one stereo performance in the external mixer and then get Audacity to record it like a stereo tape machine. Alternately, you can get Audacity to record it instrument at a time, layer by layer. That should only take you about six weeks.
Since you're on a Windows machine, the options are almost always restricted. Line-In connections, when they exist, are usually terrible, so that puts you in USB land. If you're on a laptop, chances you have no Line-In at all.
Koz