Updated 9/30/2022 : tested and redid how to set audio out, raspi-config no longer needed.
On 9/14/2022, a user reported the following:
Using the arrow keys, I switched to Headphones from HDMI then hit the <Enter>
On the display appeared: "There was an error running option S2 Audio".
I ran a test on an RPi 4B running Raspberry Pi OS (64-bit) Debian 11 and a test with running Raspbian (buster) 5.4.51-v7l+ ; I was not able to reproduce the error that the user reported, I am guessing he was using a version of the Raspberry Pi OS that I don't have access to.
Setting the Audio Out to Headphones on Your Raspberry Pi 4B
The RPi 4B running under Raspberry Pi OS (64-bit) Debian 11 and Raspberry Pi OS (32-bit) Debian 11 allows you to select the audio out directly by clicking on the speaker icon on the home page and selecting one of the options as shown in this example (US-4x4 is the USB Mixer I am use for JackTrip); to set the Audio Out to Headphones, select AV Jack:
The RPi 4B running under Raspian OS (buster) also allows you to select the audio out directly from the home page. In the example below, click on the speaker icon, then select Audio Outputs and select Analog (AV Jack/Headphones):
For using JackTrip, as a safety to prevent possible feedback through speakers on your monitor, you should set your RPi 4B audio out to the headphones out or to your mixer. Additionally, for older versions of RPi OS, be sure to plug your monitor into the 2nd HDMI port of the RPi 4B (due to possible bug in OS, see List of References for more info).
You can test if the audio on your RPi 4B is set to Headphones one of two ways:
Go to the RPi main menu, click on Games and select Boing. You should see lights running up and down and hear continuous thumping audio either through your headphones or the monitor speakers.
In Terminal, type in (this just generates a brief noise sound burst and stops):