Took me a while to find out that this is a USB headphone, you could have provided some better information.
So it is treated as a "sound card".
In those screenshots, at the top, where it says "Device: HDA NVIDIA", you need to change it to whatever you headphones are seen as.
in the Switches tab the headphone is checked.
That just refers to the headphone socket that is attached to your NVIDIA soundcard.