There is a method but it is a little bit complicated.
First you have to install:
-
VB-CABLE Virtual Audio Device.
-
NoiseGator
Then you have to go to sound settings and set (CABLE Input) as the default Playback device.
Like so (might be different icon, but same name):
And You open
two NoiseGator and do like so:
(change the output to the headphones that you are using, and on the other window to the headset)
Hope this helps