Desktop audio won't record

I have the desktop audio setting set to my headphones (Hyper X Cloud III) I have the microphone set to my headphone microphone, yet weather or not I do game capture, window capture, etc, no audio is being picked up.

I literally have no idea what to do considering everything seems to be in order, audio works through my headphones, my microphone is being recorded, video is being recorded, but no audio no matter what. Can anyone help me fix this issue I've had for a while?