How to play audio during games When I switch from audio playback to a game the audio playback stops and the game audio starts.

How to prevent that? How to keep the audio playback and mute the game?

In partcular while using a Bluetooth audio connection.
Simple, just turn on the audio from your music player,  and in the app, mute the sounds in it. Although you may keep the in-app sounds if you wish, they may interfere with your audio