With the setup you have right now, you will not get sound for your bluray player.
When you connect HDMI from you bluray player to your TV, the HDMI is carrying both video and audio from your bluray to TV. So your TV will of course play sound with its internal speakers. Now when you select external audio, the TV will have to throw out that audio from somewhere. In your TV i could only see one source from where the TV can throw out the audio and that is headphone out. Not sure it has an digital out or audio out through RCA.
Regarding the Comcast box, the RCA cable is carrying the audio from the box to the receiver and your TV has nothing to do with it. I am sure you have connected one more cable from comcast to TV for video, like HDMI...