I know this thread is from a few years back however tons of HAMs still have this problem, including me; until about an hour ago.
The only sound card that never gave me a dead waterfall in fldigi and wsjtx is the one built into my Allen & Heath ZED 10fx mixer. It's an awesome mixer for HAMs, surprised it's rather unheard of to them; but even so, it's not viable for my music production work and space is limited in the home studio. Thus I went down the rabbit hole of trying to get my RME Fireface UFX working with these apps in El Capitan, which I know now is impossible. Even if you can put a sound card into an OS X class compliant mode there's a good chance it will still deliver a dead waterfall.
Sure would have been nice if the fldigi developers could have solved this problem but it's moot at this point if you use Loopback: a $99 app that easily lets you route the software playback audio output of any app to another. This is the only truly dependable working solution as of now.https://rogueamoeba.com/loopback/