The following recommendation depends on the type of virtual audio cable you have installed. If this is VB-Audio, you actually get 2 devices installed, one playback and one recording device. Both are connected to each other in the sense that audio you feed into one device appears on the other. If you have such a virtual audio device, this will help:
Do it the other way round. Make your game output its sound to the virtual audio cable, and make your speakers the default Windows audio device. Make the recording device of the virtual audio device output its audio your speakers as described in this article, so you are still able to hear your game sound from your speakers:
https://www.tenforums.com/tutorials/126383-listen-microphone-through-playback-device-windows.html
Now everything including Spotify is output to the speakers, but you "tapped" the game audio with the help of the virtual audio device before it gets mixed to the other Windows devices.
So, specify the virtual audio device in OBS as audio source and don't use the speakers device in OBS. You get the game sound separate without any other audio mixed to it.
This guide may help as well:
https://obsproject.com/wiki/Windows-10-App-Volume-Device-Preferences
