The S2415H is a Stereo two channel (L/R) output only. When using the S2415H built-in 3w speakers, a 4 or higher channel audio setup will not work. So the first thing to do is make sure that the PC audio is set to Stereo.
* Press the S2415H Menu button to open the OSD (On Screen Display)
* Go to Audio
* Go to Audio Source and choose HDMI (MHL)
* Set the volume to 50
* Exit the S2415H OSD
* Open the computer audio Sound Playback and click the DELL S2415H HDMI as the default playback device. This places a green check on the S2415H HDMI listing. See my example below =
And where in the PC audio did you set the HDMI audio output to Stereo? Does the S2415H side Headphone out jack work when you plug headphones into it and play music?
From the computer green audio out jack, plug an RCA cable in it, the other end plugs into the S2415H audio Line-In port. Set the computer audio playback to Speakers Realtek. Test both the S2415H speakers and its headphone out jack.
I would also test the S2415H on another computer to see if the "no audio" issue follows the S2415H.
No idea what you mean by "regular aux cable". I mean this =