I understand Intel is working on new drivers for your graphics controller running windows 10, they provide audio codecs that may be necessary for this issue.
I recommend keep checking updated drivers at: Intel® Download Center
This is the third time I have had to come back and review my workaround suggestion. Basically every time Windows Update automatically installs a new Intel Driver I lose HDMI audio. As with the previous time, I once again tried to upgrade to the latest drivers on Intel's website before removing everything but as before that results in no working HDMI audio device.
When I originally had this issue 4+ months ago I figured it was because I purchased a high-end system (Intel 4600 + GeForce GTX 980m) and there were still some minor bugs to work out. 4 months later though and many Intel Driver updates yet the problem persists. It would be nice to feel like the issue is being worked on, but I am guessing that it isn't which is frustrating. :/