Hi there.
You can add a USB -> sound device -- that works fine. So long as the HOST can deliver a USB "host adapter" which isn't a problem usually. Attach the USB to the Guest either in the config file or via "USB re-direction" from the HOST OS.
You can then add any host device that's driven by a USB and install any required drivers on the guest. There's a load of tiny cheap USB sound devices around. Just take the std "analog" L and R outputs out and feed into a speaker or whatever -- or even into a Blu tooth Tx device for wireless headphones.
Decent (OK not Hi-Fi quality for our Opera loving fans etc) sound more than sufficient for typical PC cheap speaker systems can be got from Amazon for really rediculosly cheap prices.
From UK :
Probably even cheaper in US)
-- note UK prices INCLUDE sales tax / VAT - and outside UK you don't have to pay those when exporting from UK -- although (forget the politics I think my views on Brexit are well known enough so not getting involved --UK had a democratic vote so who am I as a non citizen of those islands able to complain about the result of a fair election) Brexit might have changed a few of those rules.
View attachment 26692
Works fine on Linux Guests (Arch Linux / Ubuntu / Fedora with host HYPER-V / Windows so long as Windows has USB driver for it's guests -- not normally a problem although you might need to set the USB driver to 3.0 rather than 3.1 in the HOST for the VM config.
Job done.
Q.E.D.
Cheers
jimbo