I believe it is possible via software. For instance, you can have your "main" sounds going to the speakers, and then the sounds via a movie program to your HDCP HDMI output... at least I believe that's possible.
I don't believe that Windows wants to let you send to more than one device at a time, but if you used a mixing program, perhaps the free Audacity, you might could get what you want... but I've not tried for something like that. I just know you can have more than one output from mixing software if it supports your hardware, of course.
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"If to err is human, then I must be some kind of human!" -Me