Linux

Pretty easy to do if you use Pipewire, just add a file named ~/.config/pipewire/pipewire.conf.d/10-virtual.conf with the following content:

context.objects = [
    {   factory = adapter
        args = {
            factory.name     = support.null-audio-sink
            node.name        = "Virtual-Sink-1"
            node.description = "Virtual Sink 1"
            media.class      = "Audio/Sink"
            audio.position   = "FL,FR"
        }
    }

    {   factory = adapter
        args = {
            factory.name     = support.null-audio-sink
            node.name        = "Virtual-Sink-2"
            node.description = "Virtual Sink 2"
            media.class      = "Audio/Sink"
            audio.position   = "FL,FR"
        }
    }
]

This will add 2 virtual sinks to your device list after a restart, which you can use in all applications.

After that you can install qpwgraph and add it to autostart: https://flathub.org/apps/org.rncbc.qpwgraph

Now you can drag & drop all connections from your Virtual sinks to you output device (as shown in the image I posted). You can even send it to multiple output devices at the same time.

When you are done hit Ctrl + S to save your patchbay and select Patchbay -> Activated. Now qpwgraph will load your connections every time it starts.