I have an old Creative Audigy 2 NX that I connected to an RPi 2. It shows up in the Audio Output menu on the Playback page as “NX” along with “ALSA” and two blank selectable lines. If I switch to it, MPD plays through it correctly. Shairport does not, still playing through the RPi’s audio output jack.
If I reboot, the setting reverts to “ALSA”.
If I edit /etc/modprobe.d/alsa-base.conf to force it as the default output, then it properly sticks as the default across reboots and Shairport also works through it.