Comment by Night_Thastus

This is not a perfect solution, but if it's possible - see if the apps in question have an option for 'exclusive control' over the audio device.

If they do, then the app in question will pass the audio raw to the external device without the OS or any existing mixers interfering at all.

Of course, no other audio will play - only that from the app with exclusive control. It's not perfect but it can help in these scenarios.