Headphone Jack Detection

It sounds like a hardware problem in the jack. If you can put pressure on the external part of the plug and change it: cause static or breakup it's probably a hardware problem in the jack.

If you had said you only tried one set of headphones then I'd have said it's probably a problem in the headphone plug but if it's multiple phones and speakers then it's probably the jack.

There's a sensor in that jack that monitors if something's in it or not to switch off the internal speakers. The if there's continuous sound, just switching from internal to external the problem may be that sensor. If the sound cuts out from both internal and external once in a while it's probably the jack.

If the MacBook Pro is still under warranty I'd have Apple look at it, they'll swap motherboard to make it right if it's a hardware problem at no cost to you.

It's entirely likely you have a situation where the drivers on Windows are not detecting a faulty hardware condition and thus continue to send signal to the copper ports. Your Mac may be sending the audio to the TOSlink (optical) portion of the jack.

See this other question for details and a similar answer by @chico on his experience getting around this hardware failure by using different OS / drivers.