We asked you to perform simple test which you didn’t do (or at least didn’t report back)
The community cannot help you if you don’t respond to questions we ask to try and solve the problem.
The problem you’re having is not with Gig Performer — it is most likely your Scarlett which is doing direct monitoring — other people have experienced this and solved it (e.g. Slapback issue [Solved - due to direct monitoring] - #31 by schamass) but again if you don’t do the tests we request, I don’t know how we’re supposed to help you. Why, for example, complaining that GP is an issue rather than raising the problem with Scarlett? It’s most likely their product default configuration that is doing the direct monitoring thereby not letting you hear effects.
There is a complete article on how to record GP into your DAW here and I use this technique myself all the time.