Macbook air connected to Epson projector and bose sound system but No audio through speakers

So my macbook air (early 2015) is connected to bose (cinematepro 520) via thunderbolt to hdmi. The bose is then connected to the projector (epson powerlite 4030) via another hdmi. I get video through the projector but I still receive audio from the laptop itself. Obviously I want the audio to come through the external bose speakers.

The same setup works fine with good video and audio with a friend’s windows laptop (if I just replace the macbook air with the other laptop and plug it via the same hdmi ports)

I have checked the system preferences>sound>output. It doesn’t detect any audio device.

Also in the MIDI setup I don’t find any output device.

Any help would be appreciated.