I still would like to give an answer as good as possible to make things more clear.
Okay, I will keep out the overdrive pedal.
Well, that's what I thought about the Delay, its already in the Dark Side, but to add as last, noted.
Yes, I use the Fender Stratocaster Roadworn.
The order I will do it now: Strat - Keeley Dark Side - Interface (Presonus Audiobox 96 USB) - Laptop with Studio One, using the Marshall jcm amp.
Cool, the delay, keep. It's in Darkside and is an integral part of the sound you want. I All good there.
Do I need a Studio One compressor?
Hmmm, hard to say, but here are the tradeoffs to every compressor. An added compressor will give you added sustain (likely needed on Sorrow). The downside is a compressor will often boost the background noise. So you have to try different tools (pedals, or software DSP). More on that later.
The song Sorrow needs major Fuzz, when I turn the Fuzz up the sound from the strings are there when I dont play and its sounds like one bigg mess.
Good example. Sorrow has some serious overtones and that sound is the product of a pretty elaborate Gilmore setup. Imagine, he uses Hi Watt stacks and some dedicated effects around his rack as well as some old traditional pedals, fuzztone, etc. So you're facing a pretty steep climb on that particular song, but thanks for providing an idea of what you're going after. Try also to get some simpler DG sounds to get in the ballpark.
What you also might appreciate is that most compressors, fuzz devices (odd or even transient based, or analog) and even feedback (real or simulated), ore amp and amp bias, are all very different sounding. So it's a matter of taste, and finding the right flaver you want. Studio One's compressor is pretty nice, but for guitar tones, you want sustain, without crushing the attack. In other words, go easy on the attack threashold, but long (slow) on the release.
when you don't play, and it sounds like a mess, that's largely both controlling your playing (muffing or holding the strings, to avoid them feeding back, and the compressor raising the threshold into sounding very ugly (as you stated). Add a
noise gate to your setup, try it either first (after the guitar), or last (before the audiobox 96). With a little care, you can prevent that noise from erupting so play around with the threashold. Oh yeah, Studio One also has a noise gate, so try that at the input of your track. That's the far left side of the mixer, where you set your input channels. It does work rather well.
Try some easier and less demanding songs as well, because I suspect Sorrow was quite an undertaking to capture. with live and in the studio. Not necessarily, direct into DAW kind of stuff, it we're being honest.
You're still going to get some great sounds, just the same, so keep exploring the possabiities.
Lastly, be creative. Try splitting your Studio One guitar (or other) channel. This is very on par with good recording engineer habits. For example, run the Studio One compressor to one side, the other side might contain a clean, non compressed, but subtle re EQ'd, sound that provides some other overtones (phase, or feedback). Where the split returns back to one, that's where you might place the noise gate. Or have the noise gate as mentioned at the input.
Creative approaches to mixing is one of the best places you can take your sound, and I can't state that enough.
I'm a big fan of Atom Heart Mother, and Dark Side. Both mix engineered by Alan Parsons.