Macbook Pro HDMI hookup to projector with external speakers

Having some issues with sound coming through the HDMI adaptor. Works at home on my regular TV, but when I hook it up through my boyfriends projector, we get the video but it gives me the error of no sound output. Does this have something to do with the projectors speakers being external? It works for the PS3. PS4 and Xbox 360 but the computer just will not play sound. I've tried everything under the sound control panel, but it just plays through the computer speakers. Will I need to get a headphone to AVI converter for the sound or am I missing something?

What output options do you see in Sound preferences when connected to the projector?

I have the option to select between laptop speakers and HDMI, clicking HDMI gives me the no output error.

I would start looking at settings on the projector at that point.

I'll take a look, I just don't know why it works on my tv and every other thing plugged into it.

Another reason to look at the projector.

You could also try a SMC reset - if it's still working when re-attaching to the TV after trying the projector - it probably will not help.