The Amp’s subwoofer output is inactive when setup as surrounds.  The Amp is only getting the surround signal, so there is no way to play the sub channel.  

Without knowing the quality of your separate speakers this may work:

You could return the Beam and get a play one and a play SL. The play one would give the system ‘smarts’ if you want it, voice control etc. The SL can pair with the one and you’d have surround sound. 

Run the Amp/Speaker + Sub as the front and the two play speakers as surround. It would likely cost you the same unless you need better separate speakers. 

From what I have read the Amp is good at this role and generates a very good phantom centre speaker. 

Other options are more expensive

1: Remove the current Sub but keep the rest as is. Then add a Sonos Sub. I am impressed with it as i have the beam, sub and play surrounds. 

2: Keep the beam, return the amp and buy the Sub and a couple of Play SL speakers for surround. 

Options 2 works very for me (using Play:1 for surrounds). The beam is then the ‘smart’ speaker in the system. 

@vondra

Could you; as suggested by @britishwonderings, use your third party speakers (currently being used as surrounds) for front speakers in a HT setup? If so you could use your powered Arendal sub and purchase two Sonos One SL’s for surround in exchange for the Beam.  You’d actually save $41 (USD).*

The $41(USD) saved would cover the cost of a HDMI/Optical Extractor similar to the one shown in the link:

https://www.amazon.com/iArkPower-Optical-Extractor-Splitter-Supports/dp/B01K7BZ1XC/ref=sr_1_10?crid=3512B01D1A400&keywords=hdmi+optical+audio+extractor&qid=1580748198&sprefix=hdmi+optical+%2Caps%2C157&sr=8-10

You would connect up to three (3) sources to the HDMI/Optical extractor. Send video to the Sonos projector via HDMI and audio to the Sonos Amp via an Optical to HDMI adaptor that can be purchased from Sonos for $25 (USD). Click the link:

https://www.sonos.com/en-us/shop/optical-audio-adapter.html

 * If you require Alexa or Google Voice assistant you could purchase a Sonos One and a Sonos One SL as surrounds. 

Thanks all for the hints. I understand that Sonos Amp can’t use external subwoofer when connected as surround. That is just SW limitation, I wonder how to fill feature-request at Sonos. 

Rear speakers are built in ceiling and I can’t move them. 

I’ll buy the HDMI SPDIF splitter and connect it between Apple TV and the projector. 

In any event, to answer your other question; at this time Airplay only supports stereo. 
 

I assume you use AirPlay because the Apple TV is located by the projector and the Sonos Beam is in the other end of the room by the screen. 
 

Unless you can get a cable between the two or can get a working, wireless HDMI-solution, you are stuck on stereo. 
 

The good news is that - if you are stuck on stereo anyway - you could have the Beam and the AMP working as stand-alone rooms, which would re-enable your sub.

You could then Airplay to either of those and group the two rooms in the Sonos app. That way, you will have all speakers including the sub working together. 
 

@vondra 

Thanks for the additional info regarding the speakers that are in-ceiling.

Question: How were the in-ceiling speakers being powered before?

@AjTrek1 The in-ceiling speakers were connected to RaspberryPi+Hifibery Amp. I could use Airplay but not Airplay2; just for music listening.