I interrupted all the settings but did not find a way to remove it

We had a similar case in a german forum. The reason for the circle symbol was an audio tracker (Audio Tracker of Nahimic). In another case the guilty was the Dolyby Atmos Sound Radar.

Use the task manager to identify the interfering program - and deactivate it while playing.

Btw: Dolby Sound Radar can be disabled in Dolby Atmos for Gaming app.