How can I connect 2 headset microphones to my Macbook Pro so that we can both speak AND hear sound effects from the Macbook Pro?
It sounds like you have three sources - two mics and the computer which is also doing the recording.

What you need is a mixer like the PreSonus 4x4 (I don't know of a 3 channel mixer).  This will give you control over the sound levels and profile of each source as well as a way to record them all on your computer.



I personally have used these in courtrooms (the 16 channel versions) to record from all microphones and audio sources.  They worked flawlessly.

The way it will work is like this:


The two mics can go into the "instrument/mic" inputs
The computer audio out can go to one of inputs
The headphones connected to the headphone port (you can use a splitter here)