I've a USB Sound Device and often use a bluetooth headset, but I also have a display with built in speaker, which I used to test hdmi/thunderbolt audio.
Both displays (hdmi/thunderbolt) show up as sound devices:
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Since the Dell (connected over hdmi) doesn't have internal speakers I connected my LG over HDMI to test and it worked. But normally the LG display is connected on thunderbolt (because it's a thunderbolt screen). Yesterday I didn't replug for my test, so I tested sound over thunderbolt, put it on sleep, woke (both devices still showed up), tested sound again and it worked.
Today I tried to replug the LG to HDMI and test it again.. It worked, put in on sleep, woke. It's gone. Doesn't show up as sound device anymore. Put it on sleep again, woke. No change. Hot repluged (LG Thunderbolt, Dell HDMI) -> Both show up again. Sleep, woke -> Both devices still there. It's strange. My Dell shows up after sleep, but without internal speakers I cannot check if it's still working.