My problem is that when I'm on a discord with somebody on a discord, for example playing Minecraft, the sound of the game is not there. Likewise on Youtube etc. I can only hear the sound of Discord and nothing else. What can this be?
There's a setting on Discord that lowers the volume of other programs, while Discord itself emits sound (sometimes quite useful for speech chats). Unfortunately, I can't say exactly what the attitude is or where to find it.
Do you happen to have 2 screens?
Going into the Microsoft Sound Preferences sub-option Communications, you've probably set other sounds to mute on incoming communication. Then customize this option to your liking.