Firstly without launching the game, click the drop dron menu in on the SteamVR window.

Select Settings>Audio and then you will find the option "Mirror Audio to Device." Choose the desired device

Should you wish to change the volume level of the second device, right click the speaker icon in the bottom right and open volume mixer. The left most option should be device currently selected. Choose the mirror device and then adjusting the slider for "Headset Mirror" will change the volume level.

None of this will interrupt the person playing Audioshield and volume can be adjusted on the fly. The only thing that will pause the game will be selecting the application window of Audioshield (not the Mirror Window) and then selecting something else, causing it to lose focus.