1) when going to 16bit, always resample then dither (dither is last).
2) To use Ozone with Audacity (and it will work), then it's get everything setup in the Ozone screen that you want, hit ok, and it will pop up a little box that shows progress (and yes, it's doing something). After you're done, assuming you dithered as part of that Ozone run, then just export (or export multiple if you've tracked it out there via labels).
So the work flow: Do any adjustments/mixes you want, then resample, then dither. That creates a 24bit file with nothing in bits 17-24. Then export as a 16bit file with truncation set in Audacity (because Ozone already did the dither). My only word of warning, try to only run an Ozone process once or twice in any time you've started Audacity. I found (with 1.3.13 at any rate) that if I used a VST plugin more then about 3 times, on the 4 run it would crash the entire program. That and it won't preview sound in real time were my two beefs with the pair together.
Best of luck.