What PCIe audio card or USB audio interface are you using? I am using the Sound Blaster ZxR…
Both Renoise and Sample Recording are not ready to route the output sound directly with the recording input. That is, Renoise produces a sound, either from the pattern editor or produced when playing notes from a MIDI keyboard of an instrument with samples or with a VSTi (or both). This signal is the audio output. There is no way to route it directly to the audio input from Renoise. If this option exists, it would not matter the settings or limitations of the sound card (which you must configure from the audio properties of the operating system, out of Renoise).
The Sample Recording is only prepared or designed to record the audio input, mainly those external physical devices, such as a connected microphone (most common) or another sound production device compatible with the sound card inputs, an electric guitar?

Therefore, it is necessary to configure the audio input, depending on whether you use Direct Sound (with Windows 10) or Asio.

With Direct Sound (step 1), you must configure the “In Device” in Renoise: Preferences / Audio (step 2).
With Asio, you can change the entries that will appear in the “Sample Recording” panel (above the “No FX” list), depending on the sound card.
With this setting it is possible to record the already written notes of the pattern editor and at the same time the notes of the selected instrument (samples or VSTi) triggered from the MIDI keyboard via “Lo que se oye” of the audio input of the sound card.
The following configuration is similar. It is advisable to configure the input and output devices in Windows 7/10 before starting the Renoise instance. And throughout the process, never change any device in Windows 10.

For some reason Windows 10 and Renoise do not get along with the control or change of devices, and it will be very easy for you to see a window like this:

Something happens or is wrong here, because the sound card is still working, nothing is disabled, and it is possible to use any other audio program in the meantime.
Therefore, all this “non-direct routing” is confusing, it will generate “Audio is disabled ???” If you manipulate any device in some cases.
Ideally, Renoise should have a direct routing of the audio output with the Sample Recorder input, even if it was optional, so as not to force the user to route the sound card from outside of Renoise, with the Windows options. I would call it “Direct routing” in a checkbox inside the Sample Recording. Simply, you should record what is being played with the MIDI keyboard on an instrument, be it samples or a VSTi, regardless of the audio input and output settings of the sound card…
As far as I know, it’s not even possible to use the effects of a track to record the notes you produce from an instrument using a MIDI keyboard to trigger them (or the USB alphanumeric keyboard, or a mouse from a tool through OSC, or things like that).