Go to your System Preferences / Sound and select the Multi-Output Device as your main Audio Output. Now you can play sounds from any of your Mac applications, send them to OBS via BlackHole and monitor those sounds through the Master Device you added to your Multi-Output Device (in this case the MacBook Pro Speakers).
In your DAW, choose the Multi-Output Device as your Audio Output Device.
in Logic Pro
in Ableton Live
In OBS :
Go to Settings and select your Internal Mic in the Mic/Auxiliary Audio menu (“Mic/Aux” will appear in the Audio Mixer window).
Add an Audio Output Capture in the Sources window by clicking “+” and choose BlackHole 2ch as the Device.
Adjust the levels between Mic/Aux (your voice) and the Audio Output Capture (your DAW and all other audio sources) **in the Audio Mixer window. Note that you won't hear your mic, the easiest way to check levels in that setup is to record the OBS output and listen back to the file. You can also check sound levels before going live in Test My Stream page or your session cockpit but there will be latency (read the section is FAQ about adjusting sound level for details).
<aside> 👉🏼 Don’t be afraid to go in the yellow and even red on the OBS meters otherwise your sound may be quite low for viewers.
</aside>
This requires a computer and soundcard powerful enough to have low latency in your DAW.
Example in Ableton Live.
NEXT STEP : 5. How to set up OBS?