You hear a Windows notification through your headphones, but a video plays silently. The main volume is only one control. An app can use its own volume level and output device, so a system sound does not prove the video is taking the same route.
Play a short, familiar clip in the affected app. In Windows 11, open Settings → System → Sound → Volume mixer. Find the app, check its volume and mute setting, and inspect its output device. An HDMI monitor may be selected even though you expected sound through headphones.
Next, check the player’s own volume. In a browser, also look for a muted tab or site. Keep the system volume moderate while testing: restoring sound unexpectedly should not produce an uncomfortable blast through your headphones.
Change one relevant setting and replay the same clip. Once it works, stop adjusting unrelated controls. If it remains silent while another app plays through the same device, record that difference for further troubleshooting. “This app is silent on these headphones, but another app works” is more useful than treating the whole computer as having no sound.