How do I use Multi-Audio/Aggregate Device with an External Audio Interface and Sonos?

Im attempting to create a Whole Home Audio device for house using my Mac mini as an audio source. Im currently on Big Sur. My Devices are (M-audio External Inteface, Sonos One + One SL Stereo Linked, and a Marantz SR-5014). Both Sonos and Marantz are Airplay 2 enabled. My issue is that I seem to not be able to add "Airplay" as an audio device unless I am actively sending audio to that device. However, when I add Airplay to the Multi-Channel or Aggregate Device and choose it as an audio device, it cuts audio to the airplay device, plays audio through the external interface (Air 192 4) and shows that the airplay device (Sonos Stereo Pair) is offline.

Creating Audio Device

Adding Airplay device by sending audio to Sonos via Airplay

Audio is now solely playing through Sonos via Airplay and is recognized an an audio device

Now I select Multi-Output as the Sound output device

Airplay disappears and music is only playing from External Audio Interface

Once again I play music through Airplay and the device comes up as offline

Really confused as to what to do. Air Foil has been a great alternative but I want to using everything natively. Any ideas? or maybe this is just not possible. FYI I repeated this same process with an Aggregate Device and got the same result.