Option for more than 1 output to be selected in the audio settings.

Would it be posssible to add an extra audio out select on the algoriddim pro windows version? This would allow for the user to select two audio output sources at once. For example, optical as an output for speakers and the headphone jack to play the sound through my phones. Would this solve the pre cuing issue without the need for additional hardware? Is this even possible to program something to go out on two outputs at once?