I have not tried it, and don't have a complete answer, but since there are no replies yet, I'll give it a shot.
You have two audio output devices, namely the built-in audio system and the USB speaker system. The first thing to check is whether you can route the same audio signal to both devices. If so, does it sound like they are simultaneous (no perceptible delay between output devices)? That is the easy part.
The next question is how to separate the high and low frequencies. Does either audio device have any built-in filtering capability, like a bass/treble control or graphic equalizer? If so, that might be sufficient to do what you are asking.
If not, you have to do the filtering yourself. I guess you would have to write code to implement a digital filter that is fast enough to work in real time, takes its input from the source you've selected, and passes the filtered audio data to the two audio devices. I couldn't do it or even tell you how, but I don't see why it couldn't be done. Maybe there is someone on the forum who does real-time or near-real-time digital filtering who could advise you on that.
Note added in editing: Another idea is to build an analog filter to be inserted in the line going to the bass channel. In other words, the audio device outputs the whole signal, and you run it through an old-fashioned analog lowpass filter before it goes to the power amp and speaker. This might be easier than the digital filtering option.
Last edited by Beryllos; 03-25-2014 at 09:51 PM.
Reason: last paragraph