Hi, Skelly, and welcome to the forum!
Based on your description, I think that the most likely reason is that you need to set up the Panasonic to output audio from the HDMI port. You can check out page 24 of the owner's manual (
PDF version linked here) for how to do that. The manual mentions it being two-channel audio when connected to a TV, but hopefully it will output the full audio track.
You'll also need to make sure that the Yamaha receiver is set up to use the HDMI input that you have connected with the input source that you're using for the DVD player.
I'm not sure that you're going to get everything that you want, though, but I haven't read through the Panasonic manual much. I say that because if the Panasonic is setup to output audio over HDMI, it probably won't play audio through any of the speakers still connected to it.