That's all a bit confusing but off the top of my head I'll say that going from the EFFECT SEND jack to your pedal board is probably not the best option. That's a line level signal and is probably too hot for your pedals and the input of the Countryman.
You should probably plug straight into your pedalboard, then into your amp, then go from the amp (use LINE OUT, not effects send) straight into your computer. I don't see the point of an interface if it's not a preamp and it's not going to convert your signal from analog to digital.
I've used Audacity and in my opinion it's horrible. If you can afford all that equipment you should be able to get your hands on a decent starter version of Ableton, Pro Tools, Logic, or whatever. There might be something you're doing wrong with regards to the settings but without actually being there it would be hard to give you advice.
"Everytime you play, try to play something you never heard before. Be bold. Don't just fit in." -- SGD Lutherie