Don't worry! Can you look at the screenshot below and find the buttons in your Zoom desktop client? First, click "Share Screen" (DON'T click on the up arrow), and you will see a pop-up window like the one in my screenshot. Then look for the "Share sound" button in the bottom left corner of the window that I have circled in red in my screenshot. If it is there, tick the box. If it is not, can you provide a screenshot of this window as I do and describe the status of the button? Is it greyed out or even disappearing? It would be odd if this happened because I can't find a way to deactivate the "Share sound" option after checking all my settings.
If you want to share sound when you have already shared your screen, look for the buttons that the screenshot below shows.
I hope you can figure out the option in the right place.