First The audio device should be set Sonar - Gaming within the Windows settings. Please ensure your Game, chat and Mic are set to your headset/speakers and your preferred mic within Sonar.
Then within Steam Settings follow the steps,
Voice Input Device – SteelSeries Sonar - Microphone
Voice Output Device– Select the SteelSeries Sonar – Chat
We recommend doing a Test Mic to make sure your inputs/outputs are correctly setup.
Have feedback or questions? Reach out to support here.