Hi and welcome to the community,
options for recording multichannel audio output in the way you describe depend on your hardware and software setup. Firstly, are you on Windows or Mac, and do you have a multichannel audio interface? I use a fairly basic setup myself on Mac and have found Soundflower to be fairly simple and flexible, as a software solution. One Windows alternative, called Jack, is often cited but is reportedly a little less ‘transparent’ to use. Essentially, you could route your Sonic Pi output to virtual audio channels 1 & 2 say, and record that output to an audio strip within Ableton, as a first example. If you have a multichannel audio interface, that offers alternative hardware solutions too. Finally, it goes without saying, when you start sending audio across different hw/sw channels, headphones are a must-have.
Brendan