Yes, on Windows ASIO is not multiclient. On MacOS, CoreAudio is multiclient. Thought this was common knowledge??
Again in reference to my earlier RME comment, what they do is handle everything in TotalMix for you. You just tell it which outputs you want to feed through to the WDM driver. I like this solution because it is a permanent wiring. Sorry, I know this doesn't help if you don't have an RME card!