Tried with my USB headset and HDMI to my monitor.
Both devices work fine for everything else.
In game volume settings are default.
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Resolved it. First I realised none of the games I run through the Blizzard launcher had audio. Turns out I have to change the default format to 44100hz in the sound settings. Don't have to do that for any other game or software. Should really be looked at, as this is pretty awful UX.