Roku Remote APP has a setting where you can connect earphones to your phone and listen to the TV through your phone with headsets. It is a wonderful feature I would like to see added.
I already use my phone to play movies and the like on my TV. Being able to connect my headsets to phone would be awesome. I would suggest adding a - delay setting to be added for Bluetooth connections roughly ~200-230 ms delay. It would make Plex’s feature better than on Roku’s App. Streaming sound to secondary device seems plausible.