Problem with external audio XPS 15 9500

Hello folks,

I have Dell UltraSharp U3219Q connected to my new XPS 15 9500 via USB C Thunderbolt cable. I have external headphones connected to monitor via 3.5 mm Jack.

Im most cases audio working perfectly (e.g. Chrome / YouTube, Netflix etc). In some applications though audio goes through speakers on my laptop, and this is given the fact that primary / standard audio device is set to UltraSharp U3219Q.

Can you please advise me how to force ALL applications using UltraSharp U3219Q as a sound device? Is there any driver update needed? 

Thanks