When multiple CDJ-3000 units are used as audio interfaces, audio stops when a USB cable is disconnected, even if the disconnected multi player isn't the one playing (outputting sound).
For DJ changeovers, play tracks from a USB drive and make sure that no connected multi players are playing tracks from rekordbox. Then disconnect the USB cable.
*If you're using a DJ mixer that can be used as an audio interface, use the DJ mixer as the audio interface.