How to record loud sound from PC headphones?

Since I bought the hyperx wireless cloud flight headset.

And here the product has the following symptoms.
1. At some point, there will be exactly like a shock sound and then disappear (mostly during the period that does not play any sound)
2. While playing the video, the sound will be interrupted (the duration of the symptom is just less than seconds, but it's enough for me to feel frustrated)

So I want to record the sound coming out of the headphones to be used as evidence for submitting a claim. Is there a way?
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