Hey @Krammigs
There is a setting in macOS to enable multi device sound output. This will allow you to have sound from your Mac as well as your bluetooth speaker at the same time.
Here are the steps to enable it:
1. Connect bluetooth speaker to Mac. Speaker should say connected on the Bluetooth settings page in system preferences app.
2. In Finder go to the top menu hit Go -> Utilities -> Audio Midi Setup
3. You should see all the audio outputs in the left sidebar
4. Hit the "+" button at the bottom left and select "Create Multi-Output Device" (You may rename the device if you wish)
5. Select (check box) your Mac speakers from the list on the right and your bluetooth speaker to add to the Multi-Output Device.
6. Right-click on the Multi-Output Device you just created and use device for sound output.
7. You may also select which device as your master device (in this case Mac speakers)
8. You may also select Drift Correction to test if you like it enabled or not - I'm not 100% sure what this does but I think it makes sure that your devices stay in sync to the audio/video playing on your computer.
I do not recommend playing around with any of the other settings in this MIDI app. Just tweak the new multi output device setting you created.
Note that you won't be able to adjust ouput volume from Mac any more when this output is enabled. Volume control is disabled.
To get around this I suggest to first make sure you have the volume menu bar icon enabled with the instructions below. When this menu bar icon is enabled, you can switch back and forth between mac speakers and the Multi-Output Device which includes mac speakers and bluetooth speaker. When you click on this menu bar icon, you should see a list of output devices. You can switch back and forth easily between the 2. Normally you would have the mac speakers selected in this dropdown. When you want to switch to sound output coming from both mac and bluetooth speaker, you will need to adjust the volume you want first, and then switch it to the multi output device in the dropdown. Then when you are done you can go back to the icon dropdown and select just the mac speakers. macOS does not currently have an option to adjust the volume with the Multi Output Device selected, but hopefully in the future Apple can add that feature. So that is why I recommend setting the volume first before switching, and then when you are done, switch back to mac speakers only as the output in the dropdown.
Open the apple menu, select System Preferences and then click the Sound icon
Place a tick next to the ‘Show Volume in menu bar’ option
Close the window to save the changes
(old screenshot, but it serves the purpose)

(just using this dropdown as an example, what you see here will depend on what your outputs are)

Hopefully that works for you. Let me know if you have any questions or still need help.
MattSudaSpotify Star
Help others find this answer and click "Accept as Solution".
If you appreciate my answer, maybe give me a Like.
Note: I'm not a Spotify employee.