iShowU must be running

is the app running at the time? The app has to be running for that message to not play.

Valid apps are:

• iShowU Instant
• iShowU Studio 2
• SWB Audio App (see below)

Alternatives

If you're only wanting the sound driver (and not using iShowU Instant to record video), there is a standalone driver: https://shinywhitebox.com/swb-audio-app. It's more out the way, sitting just in the menu bar without needing a desktop app to be open/running.