The test code below correctly outputs sound to 4 channels on an external soundcard,
NOTE: to use an external USB soundcard with Sonic Pi, you need to start Sonic Pi with the sound card already plugged in! If you plug the soundcard after SPi strats, selecting it as your output device in your OS config (in my case MacOS 10.14) has no effect on Sonic Pi.
Also: verify that the soundcard is set to 44.1 kHz. Supercollider, and thus Sonic Pi, does not accept to output to 48kHz unless you modify its config files.

Now, to the issue:

1. I click the "rec" button
2. I play the test sample
3. I click the "rec" button again and file saving interface pops up
4. I save the file

The resulting wav is only stereo, not multichannel. An it only contains info from channel 1 and 2.
5 and 6 are lost.

Could this be implemented, for example by producing one mono wav file per channel? Than it would be easy to combine them, for instance with ffmpeg:

ffmpeg -i front_left.wav -i front_right.wav -i front_center.wav -i lfe.wav -i back_left.wav -i back_right.wav \
-filter_complex "[0:a][1:a][2:a][3:a][4:a][5:a]join=inputs=6:channel_layout=5.1[a]" -map "[a]" output.wav

Even better: Sonic Pi could have a 5.1 wav output setting, with channels mapped by default as follows:
1: front_left
2: front_right.
3: front_center
4: lfe
5: back_left
6: back_right

The Sonic Pi test code

6 speaker configuration : 1 left, 2 right, 5 back left, 6 back right

with_fx :sound_out, output: 1, amp: 0 do # B
  sample :ambi_choir                      # A
end

with_fx :sound_out, output: 2, amp: 0 do # B
  sample :ambi_sauna                     # A
end

with_fx :sound_out, output: 5, amp: 0 do # B
  sample :ambi_soft_buzz                 # A
end

with_fx :sound_out, output: 6, amp: 0 do # B
  sample :ambi_drone                     # A
end