I am wondering if there is an Action that will go to System Settings (Ventura), Sounds and change the output to Screen Record/w Audio (which I have created) which will allow me to record the audio of a conversation I am having in Messages.
There is an Action that can go to a particular System Preference pane. But... in Ventura System Preferences has been replaced with System Settings and looks completely different. I'm not on Ventura and I suspect most people on this Forum are not either so, you are probably not going to get too much response to your question. There are AppleScripts that work to change System Preferences and you could probably find one by doing a Google Search - but again, no idea if they would work on Ventura.
But, you know it's really quick to choose your sound output by clicking on the sound icon in the menu bar (including outputs you have made yourself). I'm assuming Ventura will work the same way.