I know this is a little late to post but I couldn't find a comprehensive answer for this question anywhere else online. So, I'm posting what worked for me here.
Okay this is how I setup my system so that everything plays through a single device and background sounds like YouTube or MP3s are able to play while Reaper is running.
This worked for me on both my HP Omen using Windows 10 and my HP EliteBook using Windows 7.
You should be able to go into your playback devices and set a default device. Then disable all other devices you do not want to use. This should force Windows to play everything through your desired device.
This for some (if you're using ASIO), will also block background application sounds (Youtube, Chrome, and alike) while Reaper is running.
In my case the way to fix this is to right click your newly selected default device and click Properties. From there you will need to go into the Advanced tab and drop your default format to CD or DVD quality. For me, this allows background applications to play sounds while Reaper is open. For when you want to jam with a song on YouTube or something.
Lowering the default format may very slightly lower the overall sound quality of your machine. I can barely even notice but I suggest when you go to record or when you're not using Reaper, you revert to a higher quality format.
I hope this is some use to some of you.