In the event anyone else is having this same problem, I finally found an answer. Even though you select your outputs in audio setup, the master out doesn't change (which seems pretty stupid). So, (at least on a mac) go to view in the toolbar, and put a check next to in/out. Then switch your master out to where you want it it.

    Clearly I'm lame that it took me so long to figure that out. But I hope this helps someone else.
    Goannaman 5 years ago