So, I just got this program as Hitfilm Express stopped working for me. It looks pretty good. Just one problem though, the audio doesn’t go to my headphones (which is my default speaker), it goes to my laptop speaker. Please help me! 
That is controlled by your operating system settings, not Shotcut. You did not say what operating system you use.
I’m using Windows 10 
Basically, you right-click the speaker icon in the bottom right corner of your screen to access audio settings. You might need to restart Shotcut after making changes. Also, pay attention to audio device selection for communication versus regular.