Main out of the mixer to polish your mix a bit and you can also solo individual tracks on your mixer and only record them through AH, but why not just experiment a bit and see what works best for you?
If you really like the FX straight out of the box: Mixer Mains Out to AH and then into Interface
If you are trying to record the rawest version of your gear, loop the AH back into your Interface after you’ve recorded your synths. That way you keep the raw recording of your dry synths.
Do you plan to play live? Or just keep things simple? Main Outs (this is what I do)
I am on the older AH but I consider the saturation circuit part of the raw signal and am happy to record that and EQ later if I overcooked it.
But yea, what @Schnork said. Go with Main outs. Learn the gear and then experiment later
A general rule that I’ve learned over the years (with guitar and saxophone, applies to synths mostly) - dial in the FX, and then pull back 15-25%. Ear fatigue makes you crave more FX and it’s easy to overdo it!