Thanks for posting your question here! Windows only allows audio to play through the default audio playback device.
Usually when the dock is connected to the system, it get assigned as the default audio device. On Plugable UD-3900, audio does pass through the HDMI port to a monitor’s speakers as long as Plugable Audio is set as the default playback device and no speakers are plugged into the audio port on the dock.
If you connect speakers through the audio jack on the dock, then audio will flow through it instead of through the speakers on the monitor connected via the HDMI port.
If you want to have audio flow through the laptop’s internal speakers, then you would need to make that the Default Playback device.
To do that on the desktop, click on Start (or press Windows logo key + X), click on Control panel and select ‘Hardware and Sound’ and then click on ‘Sound’. This will bring up the list of available audio devices. You can right-click your laptop’s built-in audio and click “Set Default” to make it the default playback device for sound output. Windows will persist this setting.
Once you change the default audio output device to the laptop speakers, all sound will be coming through it instead of going to the Docking Station’s Audio ports.
Please give it a try and let us know how it goes.