Go to the Playback and Recording tabs, right-click on the empty space, and select Show disabled devices.
Make sure your headset is set as your default audio device. If there’s a bug in the Discord app, you should not experience the same problem in the web version. ⇒ Quick Tip: If this headset problem affects the desktop app version of Discord, use the Web version in your browser.
No Sound From Discord Coming Through Headset