We have checked your environment but we did not notice any problem like that using Ableton Live.
NoMachine audio devices should be only used on the server side so on the client side your default audio output device should be set to headphones, speakers etc.
On the server side NoMachine application will take default output device and read audio stream from this
device (to transmit it to the other side). If you want to change default output device, you have to close the session
and connect again via NoMachine.
If you are able to hear audio from other application than NoMachine on the client
side, I suggest to focus on the remote machine.
1. What version of Ableton Live do you use?
2. Does audio work always correctly when you are not running Ableton Live?
3. What is your default sound output device? Can you please attach screenshot
of Playback tab in Sound panel? Go to Control Panel -> Hardware and Sound -> Sound.
4. Please check also if your default sound output device is running in the exclusive mode
and try to disable it.