Hello.
I had the same issue after upgrading to 0.12 alpha. No audio from headphones connected to SunSDR2 DX but it was working from PC.
Check if you are running the latest firmware. I think it should be 78.8.
When I initially upgraded to 0.12 I was not prompted to upgrade the firmware. I suspect it was the desktop firewall. I did the firmware upgrade from another PC from to 78.8 and all seems to be well now.
I hope it helps
Nick VE3EY