* When I connect my Bluetooth speaker to the Mac, all system audio is sent to it. How do I stop that,

  and cast the app's audio only?

This problem happened because macOS has the tendency to automatically set the newly connected Bluetooth speaker as the default audio output. To fix this problem, you need to make sure the "Internal Speakers" is selected as the default speaker for your system audio. To do that, please press the "option" on your keyboard and click the audio icon in the menu bar. In the menu appears, you need to choose "Internal Speakers" as the Output Device (choose "Headphones" if your Mac is connected to headphones). 

After this, in the app please select your Bluetooth speaker and it will send the music to it.

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