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This allows you to stream your desktop audio and talk while in a call, without your partners hearing themselves. and direct the audio to your speakers or headset, but if you do this, you will hear your voice as well, and this may sound very strange and not exactly reflect what your participants will hear.The goal is being able to mix your microphone and desktop audio into a single track, while leaving Discord out of the equation. You can enable the "Listen to this device" option in the virtual audio device from 1. Unfortunately, you're unable to duplicate that audio to the virtual mic as well as to your speakers or headphone without a mixer app. To make this happen, you need to use a mixer app like Voicemeeter. Keep in mind you're hearing nothing of it, only your participants, because OBS is playing the audio to zoom only and not to any speaker or headset device you might use.
Now you have both audio available in Zoom. This makes OBS playing the audio of that media on the stream (which you do not use) and to the monitoring device, which is your virtual device your set for Zoom. In the drop down list for "Audio monitoring", set "Monitor and output". Then go to Edit->Advanced Audio Properties and locate your media source. Then in OBS select the scene that included your video. In OBS, go to Settings->Audio->Advanced and set the virtual audio device you chose in 1. This way, you duplicate your mic to the virtual audio device, so your mic is audible for Zoom. As playback device, configure the virtual audio device you chose in 1.
In the Recording tab, locate your mic device, open the properties and activate the "Listen to this device" option. Go into the Windows settings and open the old sound control panel: Settings->Sound->Sound control panel. Choose and configure one of your virtual audio devices as device you configure in Zoom. You can use the monitoring function of OBS to get audio out of OBS and your virtual audio device to mix this audio with your mic. If you play your video within OBS, you need to get the audio of that video out of OBS to some Windows mic audio device to make the audio available to Zoom.