IE: I want the Alexa audio output to go to a Bluetooth audio device, or a directly connected 1/4" jack speaker, and all of the Kodi/RetroPie output to be pushed out through the HDMI port.
Kodi uses it's own audio settings so if you want to use the 3.5mm audio jack with Kodi, you have to go into Kodi's Audio menu and change it to your 3.5mm audio jack (or both HDMI and 3.5mm).