While having the audio go through the phone still/headphones instead of the audio out the TV like it always does ,

Once it glitched that and I was able to listen to the audio through my headphones that’s connected to my iphone while the picture was on my Apple TV

Is it a button setting anywhere ?

You dont

You can Airplay from your phone to an Apple TV and connect AirPods to the Apple TV and set them as audio source

Oh yea I forgot I’ve done that before

Screen Mirroring to Apple TV also exists

But it is possible , I’ll have to call some geek squads and find out

I think OP means have the video on the Apple TV but the sound come from your phone. I didn’t think this was possible with an Apple TV, I know you can do this with Roku.

macbook -> apple tv
is my setup