First, BT A2DP (the transfer you use) and AirPlay have nothing to do with each other - other than they are listed in the same menu.
This also means it's A2DP that is used to transfer audio to your Bluetooth receiver, not AirPlay. Even the cases it can be used are vastly different: for example, it's not possible to route the Skype audio output to your BT headphones / speakers, while it's routed by default via AirPlay if it's on. Furthermore, the audio output of video players that cannot send their content via Bluetooth at all (an example: HD Player Pro http://itunes.apple.com/app/hd-player-pro/id429610228?mt=8 ) is played back over AirPlay just fine.
Back to the question: unfortunately, you can't play the audio on two different set of speakers. That is, the following setup is impossible:
- true AirPlay receiver (e.g., an Apple TV) and a BT receiver
- built-in speaker and a BT receiver
etc.