Use Spotlight command+space and type Audio Midi Setup. Click on the Audio Midi Setup app to open.

If the Audio Devices window does not immediately appear when opening Audio MIDI Setup select Audio Devices from the Windows drop down menu in Audio MIDI Setup.

In the lower left hand corner of the Audio Devices click the + icon. Select Create Multi-Output Device

In the new Multi-Output device you just created select the audio devices that you want to output audio. It is highly recommended you enable Drift Correction for all devices except the Clock Source device.

⚠️ IMPORTANT: Due to issues with macOS the Built-in Output (sometimes called MacBook Pro Speakers or similar) or another 2 channel audio device must be enabled and listed as the top device / primary device / clock device in the Multi-Output. If BlackHole is listed first simply uncheck and recheck the box under Use to change the order. This may not be a problem in the latest

right-click on your Multi-Output device and select Use This Device For Sound Output. Audio should now be playing through your speakers and through BlackHole.

Unfortunately macOS does not support changing the volume of a Multi-Output device but you can set the volume of individual devices in Audio MIDI Setup.

Due to issues with macOS the Build-in Output (sometimes called MacBook Pro Speakers or similar) must be enabled and listed as the top device in the Multi-Output. If BlackHole is listed first simply uncheck and recheck the box under Use to change the order.