I was trying to watch John Oliver with my fiance today and we had the eternal problem of 2 people trying to share a pair of headphones. I had a Bluetooth headset too and I wondered if we could stream audio over both these. Voila! Someone had already worked out this neat trick here:
The last part about about sending output to a particular device is done by going into System Preferences > Sound > Output and selecting the multi-output device there.