Spent a huge amount of time faffing around with this and with a Zoom ticket where they couldn’t help but did find a solution, Source machine is Windows 10 but what I had to do was create a virtual machine (or a second PC/Laptop) running Windows 10 which was where the music was shared from.
No need for a Mic/Camera/speakers on the second Device as that is handled by your main machine which you use to join and speak / View Zoom from. On the second machine or VM join the Zoom and when it asks you to ‘Join with computer audio’ close that box with the X and click ‘Continue’ on the warning that you will not be able to hear participants and they won’t be able to hear you. If this is a VM you may want to direct audio output somewhere that it won’t come out of your main speakers. The problem then disappears!