separate audio output in two device
it is unclear: do you want two playback sources each in a separate output or do you want one playback in both internal speakers and headset?
If you want two or more playback sources each in a separate output: that is possible with pavucontrol
(PulseAudio Volume Control): you should be able to output each different playback source to a separate device, like for example VLC to headset and Qmmp to internal speakers.

Depending on your desktop the same options may be present in the default audio volume settings (e.g. in Plasma:Audio Volume Settings > Audio Volume > (tab)Applications).

If you want playback in all output devices at the same time (e.g. in both internal speakers and headset): as indicated here install paprefs
and set it (selecting the “Simultaneous output”).

But I am in Kubuntu 18.04, and in Plasma 5.12 paprefs
is not needed, as a similar setting is already there:

A new output option should become available after reboot, called “Simultaneous output”.

pavucontrol
(Pulse Audio volume control) to see if you can select output. I've had great success on some machines with this, less on others & assumed it was hardware that controlled what functions I could/couldn't do (I didn't care enough to explore further) – guiverc Jan 18 '19 at 05:23separate audio output in two device
it is unclear: do you want two playback sources each in a separate output or do you want one playback in both internal speakers and headset? – Jan 18 '19 at 07:57