Using rewire?

After you select Rewire REason in FX box, arm the track to record ANd monitor on. Then RIGHT CLICK on input (instead of just clicking). You will a bunch of options. Select Record:Output >> Record output stereo (latency compensated) Set up your synth in Reason and record. That should do it for you.

Just bypass the FX on that track in Reaper to hear the recorded audio.

... or move the recorded items to a new track ...