Assuming you’re using YPbPr component output from your PS2 (audio from RGB SCART should just work):
If you don’t already have one, you need to get a female stereo RCA to male 3.5mm TRS adapter (something like this, not a simple Y adapter/splitter).
Then, if you haven’t already, you need to flip the little switch tucked away to the left of the HDMI output; that will change the TRS jack that’s right there from an AV1 audio breakout to audio input for AV2. You can use something like a paperclip or a butter knife, just make sure you disconnect the power first.
Finally, take your RCA jacks from your PS2, plug them into the RCA jacks of the adapter, then plug the adapter into the TRS jack to the left of the HDMI port.