Skype Pianolessons - Multiple Audio Input

Hi Guys,

i am planning to get pianolessons over skype.

I have the following technical components.

    -Kawai CA78 Digitalpiano (USB Midi to my PC with asio4all drivers. (PC specs are  --->   5820k cpu @ 4ghz, 32gb ram, NVMe SSD)
    -Soundblasterx AE-5
    -Blue Yeti Microphone (USB)
    -Beyerdynamic DT 770 Pro Headphones (Analog)
    -Some Logitech Webcam (USB)

I want to put on my headphones and hear the sound of my piano and the input of the skype stream.
The receiver of the skype stream should be able to see me through the webcam and can hear the piano (pianoteq) and my voice over microphone. 
It would be good if there was no sound to the outside

:-D

Any ideas or suggestions how to accomplish this? And if not what did i need to accomplish this?

Apparently asio4all disables every other audiosource. But to be honest i am not an expert and i have not mutch of a glue about this.

Thank you, and greetings from Germany.