Hi there,
I recently got DDJ-200 and Ive been using it with rekordbox software on my laptop. I've had the same issue a lot of people having. With the usage of splitter cable splitting a gear4 speaker and headphones, the audio from headphones leak into master output while cueing. In fact master button on the controller is completely useless since the audio is coming from both headphones and speakers regardless.
Here are the audio settings on rekordbox,


I have looked up various threads on various forums but none seem to find solution for this problem.I've come to conclude that its not splitter cable problem but rather the sound driver problem. It is unfortunate that DDJ-200 doesn't have its own software/drivers. My laptop's own driver is Realtek High Definition Audio. I've found a temporary solution which lasted for few days. I have uninstalled the driver and installed an already existing alternative drivel model which is called ''High Definition Audio Device''. This solution came to an end when there were problems with the master output. As I said I've tried many solutions presented on this website such as setting the outputs manually (didn't work since that required me to disable mono-splitter) or disabling system effects configuration (since this driver does not provide the enhancements tab). Hopefully someone could bring a solution to this :) Thanks!
For extra info my laptop is hp OMEN 15-dc0029na and software is rekordbox 6.0.1