Hi,
Since you have a headless windows it’s possible that your audio service is off by default. Did you check your audio configuration? NoMachine ususally needs a physical audio device for capturing audio. Sometimes it’s necessary to use NoMachine Audio Adapter – in case your audio driver doesn’t support some of the functionalities that NoMachine needs.
Do you mean that normally (outside NoMachine session or using other remote desktop apps) audio devices show up on the Output/Input list? Does NoMachine cause that some devices disappear? Does the sound transfer correctly from your windows server to the client when you set NoMachine Audio Adapter as the default device?
Best regards
Kuba