What software which can be cut from the microphone sound from the speakers?

Windows 10 x64
I don't know if this is even possible, but looking for a solution to the problem:

1. There is a microphone
2. There is a device which gives the music
3. There is a device which transfers the SIP

2 + 3 are output through the speakers

Task: Looking for software which will stand between the microphone and the software in the mode live cut that comes with the device 3