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That particular mic doesn't need phantom power (i.e. does not need a Fethead or Cloudlifter)... but... all mics need to be lifted from mic-level (low) to line-level (high). On non-dynamic mics that's done using a Fethead or equivalent with phantom power, but with dynamic mics typically you pre-amp.
I looked, and this Behringer audio interface https://www.behringer.com/series.html?category=R-BEHRINGER-UPHORIASERIES does include a pre-amp. So it seems that's what they expect you to be doing here.
What you have in the Onyx is also a pre-amp... so yup, that should be lifting it to line level. It may feel weird to be amplifying that much, but so long as your software thinks it is in normal range than you're good.
You may need to push gain to max, and the OS to max for it to be the right volume... but that is OK.
If that is still lacking then frankly you're going to have to re-assess this line:
the volume is too low on the mic unless I have it right in front of my face and I don't really want to do that
Because if you read the website for it https://www.behringer.com/product.html?modelCode=P0120 :
XM Series’ cardioid pickup pattern captures the source signal, such as a guitar amplifier or vocalist, while shunning off-axis sound
That mic is designed to only pic up things directly in front of it.
By which... barely inches from it at most.
If you ever see a vocalist... the mic is virtually touching their lips.
If you've seen drum kits mic'd up... the mic is barely above the skin of the drum, or is totally inside the kick drum.
Dynamic mics are brilliant... but they really do need proximity.
I have a Behringer XM8500 and an Onyx Blackjack from when I was mucking around with some music stuff a few years ago. I might as well put them to use for work video calls as the volume knobs will be handy. But the volume is too low on the mic unless I have it right in front of my face and I don't really want to do that.
How do I get it to work? I'm guessing the answer is either swap the mic or get a pre-amp? I've already got it at +45db on the built in pre-amp on the Onyx. I don't want to fix it with software as I change operating system a fair bit and use different computers so I'd rather the level is set correctly in hardware.
(Pretty impressed that the Onyx just works on Linux without any drivers)