When I connect my headphones to my notebook, I get this message (which device have you just connected?), But then I have to restart so that the sound works, otherwise it will continue to come from the laptop. On the audio devices it is shown as Not Connected, strangely also HDMI socket is shown. (It is the normal 3.5 mm jack plug)
Please test on another PC. If the error can be reproduced there, it is up to the headphones or the jack.
No, only on this device, the headphones work.