Then, unforunately, it sounds (no pun intended) like the audio circuit or port is faulty on the Express.
However, I would recommend that you perform a "factory default" reset on it first. Note that this may take a few attempts to get it to stick. If this fails to rectify the problem, then a new Express may be in order.
Finally, since you have tried other destinations for the audio, you may want to also try different input sources as well.