Applying filters to voice recording

[Tavern Senses]

I'm trying the find the right filter-setting combination for recording my voice. So this is what I want to do:

1. Make a recording with OBS of me reading a text, without any filters applied.
2. Play-back that recording and play around with the filter-settings (gain, compressor, EQ, noise suppression etc.) till I find the right combination

PROBLEM: for the play-back, I use "Audio Output Capture". Its sound bars show indeed up in the Audio Mixer, and visually seem to react to input through the filters on "Audio Output Capture" (e.g. Gain change is easily visible). However, the audio I get through my headset or speakers is the unfiltered audio.

QUESTION: how can I not only see the changes effected by the filters, but also hear them? Should I perhaps try something else than "Audio Output Capture"?

PS: I tried changing the monitor on/off setting for "Audio Output Capture", but to no avail.