No sound from Headphone, help :(

Hello, I just received the Pioneer DJ DDJ-400 Controller today and was excited to use but there is absolutely not sound coming out of the headphone... I have been trying to fix the issue for hours now and would really want your help to solve it.

The audio comes out of my computer (I do not have speakers). The controller works perfectly. I can see the LED lights on the controller. No CUE buttons seem to solve the problem. The headphones work when connected to my computer or any other device.

When I try to watch or listen something on YouTube with the DDJ controller connected, an error pops out. When I choose "Speaker" as the output device in the settings, I can watch YouTube again. (Idk if this helps to understand the issue)

(I am using the Free Plan service btw)

Linked some screenshots to help you find the solution, hope it will help!

*everything on the Screenshot is in French as I am Swiss, but it should be comprehensible I think. 

Screen 1, 2: Windows version (2 shows that it's updated)

Screen 3: Device Manager

Screen 4, 5: Audio settings in Rekordbox

Screen 6: The YouTube error talked before

Screen 7: The output settings (when put on "Speakers" can hear YT, on "DDJ" can't. (Both case no sound from headphones with Rekordbox)

Screen 8: Message that pops when open Rekordbox

I am really sad not to be able to use the controller I as I wanted to...

Looking forward to hearing from you. Thank you!