On my MBP (original 2012 Retina), when an HDMI display is plugged in, HDMI audio and the internal speakers show up as separate audio devices; I haven't had any problems with this on Mavericks or Yosemite. At the risk of impertinence, are you sure you don't see multiple audio devices? What is the working one named when using HDMI audio vs. the speakers?
They'd both show up, and one (the HDMI option) would not function; it'd always send audio through the laptop. Can't play with it now as it's across the country.
