Linked zones can work, but they are weird too.
Your question is rather unusual; MC wasn't exactly designed to work this way. But it can be worked around. One way would be to duplicate playing now manually between zones. Go to one zone, select all, copy. Go to the other zone, select all, paste. Now your playing nows are the same. Press play in the zone you want. Voila'. Not exactly super easy, but not very hard either.
If you could get the "default (core audio)" selection to work as MC's audio device, then MC's output would follow whatever MacOS has selected as it's audio output. But that gets weird too. Because your DAC probably plays a lot of different sample rates (like 44.1, 48, 96, etc). While the internal speakers (which have their own sound card) may or may not support all of these rates. Worse, bluetooth typically only supports 48kHz (and nothing else) so it might act really weird with MC using "default (core audio)". You would have to test it and see.
It's probably worth just doing some experiments with zones and seeing what you like best: Linked zones, manually copying Playing Now, starting fresh each time you switch zones, using playlists, or something else entirely. Experimentation is the key probably since this isn't something that a lot of people do often.
Good luck!
Brian.