So you'll want to be going from the grace into the line in on Apollo > that's the TRS part of the combo jack. So make sure you're not using an XLR connector on Apollo's end as that is only attached to it's mic input.
Then make sure the input channel is set to line. Leaving it at its lowest setting should work fine for accepting a line in, but you can turn it to get more input, or use a unison preamp plugin and play with that stuff for more color or changing gain staging of that line input. Think of it just like the line in on an analog console if you had one.
Then make sure your routing to the headphone is correct. Check what your headphone is sourced from in the cue section on the lower right of console, and make sure everything you're wanting to hear in the headphones is, in fact, routed to that source.