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To make other people hear the voice, install a virtual mic (BlackHole on Mac, VB-Cable on Windows), pick it under Send voice to, then choose that same device as your microphone inside Discord or the game. Pick that same cable under Cable in my ears and whatever is travelling down it lands in your headphones as well, mixed in under your own voice.
Gorilla Tag on Steam, in a VR headset: run the game on this computer with the headset wired or on Link. Your headset's own microphone and speakers turn up in both pickers under VR headsets and Steam — pick them and you are talking and hearing through the headset. Then send the voice down the virtual cable above and set that cable as the microphone in Gorilla Tag, and the room hears the voice instead of you. A headset running the game on its own, with nothing plugged into this computer, is out of reach from here.