Thank you Jason. Now i at least know that there is nothing wrong with my Nuc
I have found a way that seems to work "ok" for me, if i make sure to leave the reciever on the HDMI-channel where the nuc is connected to when i turn it off, sound is still there when i turn it on again. However, if i turn it off usining another device (like HDMI1 instead of HDMI2 where the nuc is connected to) it's gone and a reboot is required to get the sound back.
I also discovered something strange, if i use XBMC and watch a movie with either DTS or DTS-HD and then use alt-tab afterwards to listen to spotify it tells me that "there is a problem with your sound card" and a restart of spotify is needed before music can be played.
Anyone got the same problems? The AV receiver in question is a Yamaha RX773