No Audio output for any devices/settings

The TX-8511 is an older AV receiver with only composite video inputs. Your DVD player may not provide this type of output as it's not capable of HD video. If your dvd player has a composite output with a Red, White & Yellow set of outputs, that will connect into the Video 2 inputs on the receiver. Your TV will need to connect up to the Video2 or Monitor output. You'll need a set of composite video cables with the red-white & yellow RCA type plugs.

Here is a link to the manual for this receiver:
Receivers Receiver Stereo Receiver AVR TX 8511 Onkyo USA

You said you tried hooking the HDMI up directly from the TV to each component, and that worked. How is it usually hooked up - through some kind of switch? I'm not completely understanding your setup here.

What are you trying to connect to, and what is the issue? What connections are you using?

Semantics maybe, but sources are INputs. OUTputs are speakers, audio to other devices.

A DVD is always an INPUT.

So what's different? IOW, how are the DVD and Projector (Really? It uses a video OUTput) connected for audio? Have you looked at the manuals? Digital sources must be assigned, for example.

Sounds like you may have a bad HDMI card my friend. I had an issue with my HDMI card that was causing blue dots to appear on the dark parts of the screen, when outputting 1080p over HDMI. This is a rather common issue, so it wouldn't surprise me if your HDMI board needs replacement - especially if you've ever experienced the infamous blue dot issue.

Goof information. Have you eliminated or proven the Onkyo as a cause by going direct to the projector? Try another Input and/or Output. It's best to know which component is broken and if it's limited to a specific subset of its function.

Settings are also indicated. Run through the video setup again. If it just stopped, what preceded it?

I realize you may have already doubled checked but make sure you follow this from the manual:
If the satellite tuner / cable box is equipped with an S video output
terminal, connect it to the S VIDEO 3 (or 4) IN terminal with an S
video cable. If it does not have an S video output terminal, connect
its video output terminal to the VIDEO 3 (or 4) IN terminal using an
RCA-type video connection cable. You do not need to connect to
both the S VIDEO 3 (or 4) IN and VIDEO 3 (or 4) IN terminals. If
the satellite tuner or television has component video outputs,
connect them to one of the COMPONENT VIDEO INPUT jacks.
With the initial settings of the TX-DS898, the VIDEO 3 and
VIDEO 4 input sources are set for the COMPONENT VIDEO
INPUT 2 jack.
If the video connection is made at COMPONENT VIDEO INPUT
1, this must be changed at the Setup menu: Input Setup → Video
Setup → Component Video (see page 35).
Using an RCA-type audio connection cable, connect the audio
output terminal on the satellite tuner or television to the same
VIDEO 3 (or 4) IN audio jacks on the TX-DS898. Make sure that
you properly connect the left channel to the L jack and the right
channel to the R jack.
If the device has a digital output jack as well, be sure to also connect
it to either a DIGITAL INPUT (COAXIAL) or DIGITAL INPUT
(OPTICAL) jack on the TX-DS898 depending on the device.
With the initial settings of the TX-DS898, the VIDEO 3 input source
is set for digital input at the OPTICAL 3 jack, and the VIDEO 4
input source is set for digital input at the OPTICAL 4 jack.
If the digital connection is made at a different jack, this must be changed
at the Setup menu: Input Setup → Digital Setup (see page 33).

befor go to any direction please repeat your system setup as manual told you(for digital output setting)

you most likley blew a fuse . take it to a repair shop it you live in an area that has lot's of storm activitey you might want to look in to getting serg protection on your elect panel to save repairing other thing's in your home. thank you please rate mee

this could be the pre amp transistor or the power amp that needs replacing
the pre amp transistor is cheap but the power amp is not
if you did not crank it , then it is probably just the transistor that needs replacing

electech