Hi. I had the same problem, I bought the PS4 Slim and was at first completely at a loss when I saw this strange output - nothing at my house fit in there ;-) I first tried to find a solution with this connector. But then I luckily found out that there is a normal jack plug in the controller - exactly the same as my normal Logitech boxes need.
It sounds stupid, but yes: I now plug my speakers or alternatively headphones into the controller and play Bloodbourne that way.
Really well done Sony!
Hope this helps you!