You can send anything out of the UCX and then back in.
To use an external unit, I route out of Sonar X3 Prod to the UCX, then out of 2 of the 1/4 outs on the back of the UCX... lets say Analog outs 1 and 2. (7 and 8 are for headphones usually).
Then you can route back into the unit through any two inputs and pick up the feed with any software you like (Live9 in this case).
Now, Sonar does automatic delay compensation. In other words, when using an external effect, Sonar will measure the latency from Sonar to the Effect and back into Sonar and it will automatically align the returned signal with the other recorded audio so it doesn't nudge it's way out of sync with the other tracks. I don't know if Live9 has this.
If you just want to route between multiple applications sharing the driver on the same computer you can use the loop back feature.
As an example, you can record your guitar going into Sonar, then route the guitar through some FX processors and then to your master bus output to Analog 7+8. Now route the 7+8 to Adat3+4 as well and click the loopback button for these tracks. Now, start RME DigiCheck and use Global Record to directly record the output from Sonar. Now, you are using Sonar as an enhanced mixer and recording the final stereo pair with RME DigiCheck software.