Hi Jon,
Unfortunately the AERO does not support PC MASTER OUTPUT mode.
Sorry, I was unable to get my AERO working to provide instructions on creating a multiple-output device, but the premise works as follows:
- open the Audio MIDI Setup application to the Audio Devices window
- click the + icon at the bottom-left of the window and select Create Multi-Output Device
- on the right window, tick the boxes beside the MacBook's internal speakers, then beside the AERO
- in rekordbox, open the preferences and select the Multi-Output device
If I've remembered everything, it should work to now send the master output to both the speakers and the AERO, and your headphones should also still work as expected. If not, check the MIXER MODE configuration in rekordbox preferences on the AUDIO page.