The USB microphone contains an audio interface that's logically just like the NativeInstruments box, but it's just hidden inside the mic. The same thing applies to e.g. USB headphones, webcams etc. If it's connected with USB and it transfers audio to or from your computer, then it is a USB audio interface.
Audio applications such as DAWs are usually written with the assumption that one audio device handles all I/O, and particularly in Steinberg's ASIO driver "standard" this assumption is baked in the system. There are valid technical reasons for this restriction and assumption. Ableton allows you to have different devices for input and output, but not with ASIO. You'll see that if you switch to ASIO - you can only select one device in Ableton's settings. If you use Windows multimedia drivers or Mac, you can have different devices for input and output, and if they are independent devices with their own unsynchronized clocks, Ableton handles differences between clock speeds in some way. The handling of different speeds may create audible artifacts and add latency, and I think that's why Steinberg haven't wanted to support it in the ASIO system.
What comes to Ableton (and AFAIK all other DAWs as well), there is no facility for using multiple audio interfaces simultaneously. But it is possible to try and create virtual "aggregate" audio devices. On Apple Mac computers it is a built-in feature of the OS, but on Microsoft Windows you'll have to resort to tricks like the ASIO4All driver thingy. These solutions utilize some kinds of tricks in order to make the different devices look like one unified device from e.g. Ableton's point of view. There's probably some additional buffering and resampling/time-stretching going on behind the scenes. (which can add latency and maybe introduce wow/flutter artifacts in the audio)
Sweetwater has a guide article on how to build an aggregate audio device. I have not tried this on Windows.
https://www.sweetwater.com/sweetcare/articles/aggregate-audio-devices-and-drivers-for-pc-and-mac/
Quote from the article:
Aggregate devices don’t always perform as well as when the interfaces are alone. You might experience digital clock source problems, dropouts, noise, or other playback-related issues. If you experience poor performance or connectivity issues, an aggregate device may not be ideal.
It may work with some combination of hardware and software, for some use. If you absolutely want to keep the USB microphone and Windows, you'll have to go and try if you can get it to work well enough. However, having to do that at all is optional. I recommend buying a regular microphone and connecting it to your regular audio interface's microphone input instead.
Related questions:
Recording two mics in garageband going out of sync
Aggregate audio interfaces and use outputs into analog mixer - possible?
Audio Interface and USB Mic
