The problem is that Zoom and similar are not made for this. And while I prefer Windows for audio, I use dedicated audio (my interfaces are used for my DAW or a single focus not for both system audio + DAW or other audio) so its limitations are not a problem for me in that context.
However, Windows does not have some of the built-in abilities and frankly even the third-party solutions are less elegant than macOS so scenarios like this are not as easily implemented.
I'd recommend that if your Voicemeeter setup in your chart isn't working that you inquire with IK Support as well as the Voicemeeter folks like you have done, as they would have deeper technical knowledge of this sort of setup and may be of more assistance than the users, moderators, or admins of this forum.
I'm still 100% for Windows audio though for getting much more customization and bang for your buck on top of that, but more for a dedicated audio DAW type of setup. And even though I am typing this on a Mac
But I do enjoy the aggregate device setup and some of the Mac third party audio tools for more "utility" purposes and have to acknowledge it is MUCH easier on the macOS side for that sort of thing. Maybe not Zoom, though, as it might just be a bit of a sticky single-purpose type of product that doesn't cater as well to audio folks/musicians unless you use camera audio (excuse me that last part made me a little queasy
).