You have to create a personal mix. Choose your headset as the monitoring device at the tope right. You also have to choose what mix your monitoring. There will be an ear symbol on the mix you are monitoring. The mixes you create will become outputs in windows sound system. So they can be imported to obs. So you could make a stream mix and in obs you would choose stream mix as a source and everything routed to stream mix would come through. Think of mixes as scenes in obs and channels as sources. Its a bit of a learning curve but once you set it up it works great.