It'd be janky but I've used a Virtual Cable/VB-CABLE to link my Discord audio back into my own microphone before, so if you can figure out how to do that then you might be set. Perhaps there's an easier, more intuitive way, but that's the one way I know personally.
I know people have successfully routed audio from Discord but don't know how exactly. I have been researching multiplayer lately, but can't give an ETA on build-in online just yet.
