In the Google play store, search for "sound assistant samsung". You will find the "SoundAssistant" app from Samsung. Download and open that app. Under "Separate app sound" you should be to do what you are asking about.
This only let you choose one app to play on specific speaker. Either phone or Bluetooth. However if I'm already connected to Bluetooth, then all apps go to the Bluetooth. All apps. I'm trying to get all apps to default to the phone speaker like YouTube or snapchat even though I'm connected to a Bluetooth speaker but also have just one app just the one app to play music on the Bluetooth speaker. So basically the opposite of what you have suggested
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I don't think that that works at all. Unless you have some steps that I don't understand... Then no.
I want multiple apps (all apps) to play through the phone, except one app play through the connected Bluetooth speaker. And I don't think that you can accomplish that at all. Again unless you know something that I don't know