Thanks for the clarifications.
If your keyboard and mouse work via Bluetooth, then Bluetooth itself is not the issue. The Bluetooth speaker relies on the audio drivers to function correctly, so the error with the audio driver is likely preventing it from connecting. By resolving the audio driver problem, the speaker should work as expected.
In the meantime, I recommend testing audio through other available options. From what I understand, your device has built‑in speakers. Please try using them first. Once audio works through the built‑in speakers, you can then test again with the Bluetooth speaker. For this specific issue, testing with Bluetooth speakers can complicate the diagnosis and make it harder to identify the correct solution.
I think it's a good idea to switch focus to the Realtek driver, since it's the primary audio driver for your device. The Intel SST often depends on it, so the error may be a side effect of the Realtek driver not working correctly.
I suggest you reinstall the audio driver as instructed below.
Download the latest audio driver from the HP website (link below), uninstall the current driver, restart your computer, and install the driver you downloaded.
https://support.hp.com/us-en/drivers/hp-pavilion-all-in-one-pc-24-xa0000i/model/27090305?sku=4NM47AA
Driver name: Realtek High-Definition (HD) Audio Driver (Windows10 v1803/v1809/v1903/v1909)
Version: 6.0.9116.1 Rev.A
(You will need to expand the Driver-Audio category to find the mentioned driver.)
(Run the downloaded EXE file and follow the on-screen instructions to install the driver.)
You should be able to uninstall the current Realtek driver in "Settings > Apps > Installed apps/Apps & features". It should be named "Realtek Audio Driver" or "Realtek High Definition Audio Driver".
(If you can't find the driver to uninstall, install the driver I suggested in the link above.)
After reinstalling the driver, restart (not shutdown) your PC and see if the audio will work properly via the built‑in speakers.
If the problem persists, please let me know.
Feel free to ask any questions you may have.
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