Syntorial won't connect to headphones on MacBook Air

I can't find any help for this:

I've tried connecting a bunch of headphones to my MacBook Air, and they are all working, with sound coming through (e.g. when testing VCV Rack).

However, no matter what I do, Syntorial is still playing all sounds directly from my built in laptop speakers instead of the connected headphones.

I was expecting to find somewhere in the Syntorial settings where I could select the audio output, but I can't find that.

Is this a bug in Syntorial or am I missing something?

I am on the trial version of Syntorial and I don't want to pay for it only to find out that I can't use my nicer headphones to work through the lessons.

Thanks!