I found the answer here (link to other thread below). Specifically what was happening is the cockpit warning and voice sounds were being routed to my headphones and not to the desktop because I had the headphones set to my actual headphones. I didn't understand what this would do as I thought it was asking what device were my headphones.
Once I modified this to also feed to my virtual audio cable, the sound is now being recorded as I wanted.
![Str][ker](https://forum.dcs.world/uploads/monthly_2023_10/YoutubeLogo4.thumb.png.c012656d0f4b6f059bec56392c65e92e.png)
Str][ker's post in Routing Sounds To Other Devices was marked as the answer