Good solution above. 👍
Depending on your needs the two interface solution above, dedicated loopback functionality in your interface of choice (for example RME Total Mix) or repurposing unused Inputs/Outputs (analog or digital) and then doing clever routing in your DAW might do the trick.
If you're looking for a software only solution, something like software from Voicemeeter (virtual audio device/mixer/some audio networking) or Blue Cat Connector (audio networking Audio Unit/VST that also can send audio between local instances as well as different computers) combined with OBS (which can also host VSTs as audio effects) might come in handy.
https://vb-audio.com/index.htm
https://www.bluecataudio.com/Products/Product_Connector/
During the pandemic I helped a piano teacher setting up something similar for teaching via Jitsi.
There the priority was good, slightly processed audio for the piano and voice via the DAW plus two switchable angles between a topshot of the piano/fingers and a regular talking head view and a lower third logo.
It took a bit of configuring, trail and error via test calls, but one can setup pretty nice recallable solutions costing nothing or very little.