Windows sound settings are ignored / impossible to select audio output device.
Shotcut has no method to select an audio output device. Windows has built-in facilities to direct application audio to a specific device, but shotcut bypasses this and forces the audio into the default device.
Here's a screenshot of windows' settings with shotcut assigned to a specific device and the audio playing through the default anyway:

You need to restart Shotcut after you change the output device.
You need to restart Shotcut after you change the output device.
I'm afraid that doesn't work either. The above screenshot was taken after a restart of the app.
No longer need to restart after default output device changes since version 23.07 (8a9f8444e), not adding audio device selection inside Shotcut.