Are you playing audio from the Connect’s Line-in port? and if so, have you selected the Line-in as the audio source in the ‘Browse Tab’ (music icon on main bottom bar) within the Sonos App, so it plays to the Connect’s Sonos Room? 
 

What is the audio-out level set to in the Connect’s Room Settings under “Settings/System/œConnect’s Room Name]", are you using, variable or fixed level? Have you tried toggling between the two to see if you get sound from either?

None of the settings through the app work. I'm under the impression the the receiver doesn't support the sonos system. Working that now

See if the information shown in this link below may help you to assign the optical port on the Sony Receiver to the correct audio input type:

https://helpguide.sony.net/ha/strdh59/v1/en/contents/TP0001553384.html

 

I just returned and found out there's a hdmi port switch box. Saves 120 bucks and a headache. Thanks though