No (Audio) Device Output / remote audio only

Hi

I have Windows Datacenter 2019.
I have a problem where I can't instal audio drivers to have (audio) device output.
I can only use remote audio but as soon as I disconnect the RDP my streming sound turns off.
So I tried a lot of different ways to turn on like in ”Service” play with ”Wondows AUDIO” but still nothing.
Also tried to install lot of different virtual audio devices like VB-cable, voicemeeter, realtek drivers, Aus drivers, morphVOX.
But non of it made a virtual audio output.
So is there maybe somehow I can switch this option on? Or whats going on with this RDP?
How have had this issue, can you give some tips?