Sound Effects via Companion App only?

If I use my Macbook Pro to run Zwift, I have the companion app running on my phone with bluetooth headphones playing music from my phone.
I have the 3D world volume at zero and game sound volume at max.
Using this config. I get all the game sounds / alerts through my headphones which tells me they’re being sent via the companion app.
However, when I run Zwift from Apple TV / LED screen with the exact same settings, the game sound effects come through the TV speakers. Is there something I can do to force the sound effects to come to my phone only?
Thanks

I havet the same setup with ATV, the only sound coming thru My bt headphones is the intervall starting / ending sound via companion , the in game sound comes from the TV. Would Love to have all the zwift ingame sound coming via bluetooth with companion. Any fix out there?