Updated to 2.3 and now I can't record what my headphones hear

Running v2.3 on Win10 and when I try to record my headphones on Windows WASAP it gives me an error code
-9996 or -9997

Thing is, if I record my monitor speakers then it works but not my headphone channel.

Googling this gave me nothing but it records my mic just fine but not my headphone channel.

How are the “monitor speakers” and “headphones” connected to the computer?

Monitor speakers are connected by HDMI and headphones are USB.

If you are trying to record what is playing on your computer, then you must record from the “loopback” option of the device that is playing the audio. So if you are playing through USB headphones, then you need to set Audacity to record from the headphones loopback.

I get the following message whenever I set up the headphone rate in the Windows Sound Properties after opening Audacity:
Error opening recording device.
Error code: -9996 Invalid device.
On the other hand, I can use WASAPI recording of the headphones if I set up the headphone rate in the Windows Sound Properties before opening Audacity.
HTH
Robert