Yet another "no sound" problem - I hope this is some simple mistake

I’m sorry to hear about your health.

Let’s forget about ASIO4ALL.

The UR22mkII comes with a multi-client ASIO driver.
There’s also the Presonus AudioBox GO, which is cheaper, smaller and more convenient than the UR22mkII, since the inputs are on the back and you told you didn’t need any inputs (audio interfaces without inputs do not exist, just to be clear). Choose whatever pleases you the most.
Actually, interfaces that are not multi-client compatible are a thing of the past, so you should not worry about that.
However the cheapest ones, generally under $60, like Behringer UM2 and UMC22 doesn’t have an ASIO driver. If you have a doubt, just go to the manufacturer website and check if they ship with a specific ASIO driver.

The only drawback about what you want is that you will still have to configure your computer the right way. I’m sorry to tell that again, but if you don’t do this, you still won’t be able to hear the audio from multiple applications. Fortunately, I have updated the steps a bit so you can understand it better.
When it will be done, it will work trouble-free.

No they are not. Steinberg products work as it should. You can’t admit that if the settings in Windows are not right there will be issues at some point and you blame it on Steinberg instead. Windows is what first manages your hardware, so if it isn’t configured for your needs, then it cannot work. You are expecting Steinberg to document things related to Windows, but it does not work like that, if you want to know about Windows then read the Windows documentation.
It is not about experimenting and tinkering, it is about doing the right things.