I can hear Sarato playing through the headphones but not my speaker which is also connected to the ddj sx 2... See pictures attached of audio settings, controller and back of controller. Please help.
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Please change your master output back to the defaults by right-clicking on the Built-in Output and set it for:
...then try again.
It's still not working after right-clicking Built-in Output and selecting both options you mentioned. As you can see they are now greyed out. 
Regarding the Audio Devices window....
Why are the settings for volume at zero and greyed out? It won't let me adjust the settings for the Pioneer, but it will for the Built-in Output... This is true regardless of which I choose for output. See screenshot (below).
Figured it out - my speaker just needed resetting
