I recently bought the U2518D. The monitor does have an audio output port. The sound output to my headphones works well, but the microphone from the headset is not found. I work with an ThinkPad T470S operating on Windows 7 and a desktop workstation operating on Windows 10. Both similar problem.
The U2518D does have the Audio line-out port. But the U2518D User's Guide specifically states on page 9 =
Connect speakers to playback audio coming through HDMI or DP audio channels Only supports 2-channel audio NOTE: The audio line-out port does not support headphones WARNING: Excessive sound pressure from earphones or headphones can cause hearing damage or loss
Based on that, my advice is to plug your headset (headphone/microphone) directly into the computer.