You may have found the answer by now, but to let others know, to use apple TV with sound I turned on the Apple TV, shared from my Mac Pro. The screen is shared. I then went to Midi/Audio tab and selected Device Setup, then Audio Setup. I clicked on the output field and Apple TV was there. I selected that and the music comes from my Apple TV setup. 

Thanks for your reply.  It works.

Glad to hear that. Nice when things work out the same for others.