I recently bought Wondershare Filmora v10.2.4 and I am trying to record my screen.

I use an external microphone (Yeti) to which I plug headphones.
When starting the screen recording, I can select the microphone (see image here: https://ibb.co/LzKpNGb) but I cannot select the System Audio, I can just turn it on.

Filmora installed a virtual audio device and switches to it automatically. This is good and the audio is recorded correctly, but that virtual device forwards the audio to my macbook pro speakers instead of the headphones on my mac. I am wondering how I can select the right physical audio device that the software will forward to.

Thanks in advance for your help!