From rereading your original post, I think I may have misunderstood you the first time. Do you want the sound to come from both the Yamaha and the Sony at the same time? For the Yamaha's sound modes to work properly in artificially creating the illusion of surround speakers, you need to have the speakers from the Sony off. But if you want to do it anyway (which I would advise against), you will want to read the manuals for everything, and you will need to make sure that you are sending an audio signal to both the TV and the Yamaha at the same time. If any device cannot send an audio signal to both at the same time, then, from what you say, you are simply out of luck, since you say the Yamaha has no audio outputs, and you say the Sony will not output via optical when receiving audio via HDMI.
If you just want the sound for everything to come from the Yamaha: As for the sound when watching cable or DVR, you should be getting sound from the Yamaha as you have the DVR connected directly to the Yamaha. And when watching a DVD, you should be getting sound from the Yamaha as you have the DVD connected directly to the Yamaha. If you are also using an antenna with your TV's internal tuner, you would want to use a digital connection from the TV to the Yamaha. Otherwise, it will be unnecessary for such a connection.
I am still not sure that I have understood exactly what you want. Does the above answer your question?