I am running OBS on an IMac and I found out how to solve the no audio in game issue when using an Elgato HD60 X.

Please let me know if anything isn't clear, I am starting straight from the point of issue after you've followed all the general setup instructions (https://help.elgato.com/hc/en-us/articles/5617210293645-Elgato-Game-Capture-HD60-X-Set-Up-in-OBS-Studio-on-macOS) because for some reason they left this important bit out.