How to serve audio and video to different devices

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Server Version#: Mac-mini , Plex Media Server 1.24.5.5173-8dcc73a59
Mac OS Version#: MacOSX 12.0.1
Player Version#: Plex for Roku 6.9.12.7411-08dc87cc9-Plex

I’d like to send video from Plex Media Server (running on a Mac mini) to my Roku Stick 4K, plugged into a projector. However, the speakers on my projector aren’t very good, so I’d like to serve the audio to another source – either to the external speakers connected to the mac mini, or to Bluetooth speakers connected to the mac mini.

Is this possible? My player advanced settings don’t show any option for choosing an output audio device, even though this help page indicates that this option should be available:

How can I change audio output device in plex media player?

I see plenty of posts online but most seem to be for either an older version or the non existent PHT. With some programs changing the default audio device while opening the plex player is not an option. There seems to be a setting for this in older versions of plex player but I absolutely can not find it. Windows media player has this.