How does TryMacs do it?

The Youtuber / Streamer Trymacs plays in some streams on the PS4 (Warzone) and is at the same time in the Discord with others. He also has only one headset. My question is how he can hear the sound from PS4 and that from the PC at the same time.

Streamer & Let's Player actually always connect their consoles to their PC via a GameCaputure Card, so that they can add the sound and the image to their recording / streaming program (mostly OBS).

OBS: https://obsproject.com/de

Elgato Cam Link 4k (Game Capture Card): https://www.mediatec.de/studiotechnik/minikonverter/elgato-cam-link-4k-usb-3.0

Thanks for the helpful answer!