How to get HDMI Audio to play when screen sleeps?

Seasons greetings all! I have a puzzling hardware issue I need help with. I have a NUC8 connected to a Dell monitor with audio passing through the HDMI connection to an audio cable that’s connected to my 2.1 speaker system. I enjoy listening to music when I work at the computer and when I’m just doing things around the house. Unfortunately, when the display goes to sleep, the audio dies. The only solution I’ve found (outside of adjusting the sleep trigger time to something long) is to connect the NUC directly to the speaker system with a USB to audio adapter or with the front audio port. However, neither are attractive. If I use USB audio adapter, I lose two USB ports on the rear because the adapters are too tall. I don’t want the cable connected to the front of the NUC because it ruins the clean look.

I also have a Surface Dock connected to the Dell monitor and would like to retain having audio over the display port when I’m using that input source. It simplifies everything, theoretically. 🙂 Anyway, I see similar behavior there.

I’m not entirely sure if I’m losing audio because Windows stops the HDMI/DisplayPort-based audio when the display goes to sleep or the Dell monitor killing it when the video signal drops. I can’t find any settings in Windows or the monitor to adjust this behavior. Hoping someone has some insight on adjusting this.