In Zoom, the sound is not broadcast directly from the computer, only through the microphone, what should I do?

Question

Video broadcast

I give lessons via zoom. When I turn on the screen sharing, I check the box "Computer sound sharing", then when I do not connect the headphones, the sound is audible, but the quality is not very good (the sound is transmitted from the laptop's speakers). When I connect the headphones, in the first case they are vacuum - there is no sound at all, no matter what I set in the settings. When I connect headphones with a microphone, the interlocutor hears a sound of even worse quality, since it comes from the headphones (they have strong audibility from the outside) to the microphone. When I share only the sound of the computer, the situation with the sound is similar. I mean, I can't set up direct sound transmission to zoom directly from the computer, the program broadcasts sound only through a microphone (which explains the fact that when vacuum headphones are connected, there is no sound at all, because it is not heard from outside).
It should be noted that if I do not check the box "Sound Sharing", then nothing changes in the sound transmission.