Have you read through the posts in https://en.community.sonos.com/groups/sonos-products-as-pc-speakers-229137 ?

Yes, I went thorugh the post. It covers connection to one device at a time, not more unfortunately:(

This monitor is not suitable for use with a Beam as it lacks both ARC and an optical output.

I know that. There is no way to use some adapter that will do the job? 

You could potentially use a standard HDMI switch with an optical output that feeds to the optical to HDMI ARC adapter sold by Sonos. Or, if you’re interested in Atmos, there is the HD Fury Arcana, the Feintech VAX04101k, and the OREI HDA-935. You can also order from those links from the companies directly, or check your local retailers for availability. Amazon may carry some, depending on location. At this point, there may be more manufacturers, I haven’t been keeping track.

This is pretty nonstandard use, in my opinion. 

Oh, no, you couldn’t. You’re not using any HDMI connections. Never mind. I’ve no idea how you’d connect a Sonos to that setup. There would need to be a bunch more hardware to switch the data to something that Sonos could grab. 

Yeah, I know it’s kinda complicated I tried to research my options for a few hours on several forums, but I haven’t met someone with similar setup. Therefore I asked :)

I thought I can connect to pc via optical audio - HDMI adapter. But I have no idea how to connect MacBook to that setup without wiring. Maybe some hub will work?

Depends on if your MacBook has an optical output, I suspect. If memory serves, Apple dropped that output years ago. 

This would be substantially easier if you were connecting via HDMI, rather than using the antiquated Display Port and the newer USB-C. I guess there might be a device (or two) that would transfer formats for you, but I’m not anxious to spend an hour or two googling options for you to convert those formats into the standards used by Sonos. it’s just not, as you’ve found out by now, a ‘common’ need.