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.
Quote:
in the Switches tab the headphone is checked.
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That just refers to the headphone socket that is attached to your NVIDIA soundcard.