In order for you to hear Click:
1. It has to be enabled for the mode you are in (Record/Play) - sounds like you got that covered
2. It has to be enabled for the output on which you are monitoring - you checked the Main output
3. It has to be turned ON. Press C to toggle it on/off
4. The Click volume needs to be loud enough to hear. Go to your Main, click and hold the icon to the right of the metronome. That is the volume of the Click.