MuseScore 3.4 on Windows 10
Perhaps more a comment than anything else. I just encountered this.
If I change my playback device in Windows (say from speakers to headphones) after MuseScore is running, it changes for Windows but not for MuseScore, which keeps playing to the prior device. I have to change it before starting MuseScore for the change to be effective in MuseScore despite that Windows reports that MuseScore is configured for output to the new device. This may be an arcane "feature" of Windows and not of MuseScore.