If I'm the Leader of the Session, can I listen to myself directly through my mixer and still record with everyone in sync?

Answer: This is dependent on what you are doing. For example, if you have written a song and are playing it to the others over eJamming, they will have to adapt to the delay to play in time with you. But if you are a constant, you do not have to hear yourself delayed.

However, if you are PLAYING TO others, you will have to play with delay to stay in sync. If you are not hearing yourself coming from your computer's audio output after routing your audio through eJamming AUDiiO and adapting to the sync system delay imposed by the software, you cannot play in sync with other players.