Just in case anyone wants to do something similar between Windows boxes, NDI and Voicemeeter both do this pretty well. Voicemeeter has more features but audio quality can be hard to get right and setup can be convoluted. NDI is very very easy to configure but doesn't have as many options.

I do this "into" a RDP session in a VM on the same machine (because RDP audio is really really bad) and both of the above tools worked really well for me.