I have the exact same problem. It happens when my late 2012 iMac wakes up and attempts to connect to any of my airplay speakers or AppleTV. This never happened on my old 2008 iMac but that computer was set to never sleep. My current one is set to sleep at night and then wake up at 6AM. I'll try changing the power settings to never sleep. Although I'd really like a better solution if anyone has one.
I have the exact same problem, where upon looking at my MacBook Air every morning, iTunes says "Connecting to [speaker name]" but it never connects.
This never happened with previous software versions.
I will set my computer to never sleep for now, but hopefully this will be fixed in a future update.