I successfully built Audacity with ASIO using the excellent Github script (Build audacity with ASIO support on Windows · GitHub).
Audacity now has ASIO available as an Audio Host. But my reason for doing this was to access other channels, specifically the second channel of a Focusrite 4i4 where my headphones are. However, I can’t see any channel selection mechanism and the Audacity playback is coming through the first channel.
I could probably try some routing within the Focusrite control program, but the interface is awful and I’d rather not touch it. (Doing a build with C++ and Python is way easier.)