With HDMI, the last device has to send a return audio signal for the source (your blu-ray/cable box/laptop, etc.) to output audio over HDMI at all. There could be a setting on your receiver to act as the sound output, or to just pass the singal along to your TV/Projector. I would look for the manual of the receiver, and make sure it is set as the end audio device (AMP ?), rather than AMP+TV to decode the audio stream. There could be a different HDMI out port as well.
The culprit is most likely your receiver. There could be a button/setting called "audio select" that lets you switch between HDMI audio and other digital/analog audio for the same video source - both can't work at the same time, there has to be a way to select it. It could also be automatic (i.e. if you plug in another audio cable, the HDMI audio stops working and it uses the alternate).
There could be some compatibility issues if using DVI-to-HDMI at all.
Finally, with some old receivers it is possible that your model is HDMI passthrough only, without support for decoding audio over HDMI - you'd have to check your model.
If it is HDMI pass through only, you may still be able to hook up audio-out from your TV/projector back to the receiver (so HDMI audio will pass all the way to the TV, then back via optical/coax/whatever to the receiver).
I hope this helps.
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