DDJ-T1 - How to use 2 audio devices?

My audio system has an AUX cable only, and as the DDJ-T1 doesn't have an AUX output I need to connect my audio set to my laptop. At audio device I select 'Built-in Output', thereafter I connect my output master to my Built-In output. Now I can hear my master sound perfectly.

But then:
I connect my headphones to the PIONEER DDJ-T1 (not to my laptop of course), which means that Output monitor is connected to PIONEER DDJ-T1. Now the problem is, I can only select PIONEER DDJ-T1  ones I select PIONEER DDJ-T1 in Audio setup as my Audio device.

I can't select 2 audio devices, hence, I can't have my Audio master from 'Built-In Output' and my Audio monitor from 'PIONEER DDJ-T1'.

Is there any possibility to have your output master connected to Built-In output and my output monitor to PIONEER DDJ-T1?