Q: AirPlay setup problem

Mirror Display only works when the airplay receiver is connected to a screen and is not just a sound receiver.

Is your Airplay receiver an Apple TV 2nd or 3rd Gen? it should work.

If it's 3rd Party hardware or airport express, then the problem is that the hardware only supports sound, and not video.

if it's an Apple TV, then check out this page : Resolve issues with AirPlay and AirPlay Mirroring from iPhone, iPad, and iPod touch - Apple Support