Zero-delay microphone monitoring with DAC headphones

Looking for a way to zero-delay microphone monitoring whilst using a DAC for my headphones. My current headphones is an open-back headphone, so not really an issue: I can hear my voice. But if I were to use a closed-back headphones, I wouldn’t be able to hear my own voice.

What do I use and how do I connect everything?

I figured that my current USB microphone gets me nowhere, I will have to get a XLR microphone. Also a mixer would probably be necessary. Both are, budget-wise, not a problem.
Background: I am not a live-streamer, musician, gamer, etc. I do regular Microsoft Team calls, and listen to music. Just want to figure this out.

Currently owning:

Interested in:

Any ideas/suggestions about the two setups below?:

is the listen to this device feature not enough?

From what I’ve read is that this feature adds a small delay and therefore not usable.

I am not sure if this is what you are looking for or not…If you want to keep it simple with the set up that you have look at the Antlion ModMic…It is wireless, no delay and a really good mic for what you are going to be using it for.

I cannot disagree strongly enough. I had a modmic, and sound quality was meh at best, vastly beaten by a cheap Chinese usb desktop mic. This thread generally sums up what I experienced with modmic:

Generally for zero latency monitoring, the advice I have seen is to use an interface like a Scarlett 2i2, or similar, and to rely on the dac in the interface. I suppose it is plausible to use the interface for mic input and monitoring, while directing output to the dac if your choice - I have no real experience In this arena except to chime in about modmic.