Connected on WiFi but no sound

[Jean-Marie]

Yes. The volume is shown and changes along with the remote. This is what is confusing, as the WiFi connection is clearly being made.

Then the problem is most likely on the Mac side. 
Try going to the general system preferences / Sound and switch the output back and forth between the built in speakers and the Devialet. 
If it does not solve the issue, I would then recommend to reinstall air. And if it is not sufficient to uninstall it entirely, unload the kernel extension and then reinstall it. 

Good luck,
Jean-Marie

Thanks. Pretty sure it is something in the Mac, yes.

What is the best method to uninstall Air completely? And how does one unload the kernel extension?

To unload the kernel extension, you need to open the terminal and type there:
sudo kextunload /System/Library/Extensions/DevialetAIRAudioDriver.kext

you can then delete the corresponding file /System/Library/Extensions/DevialetAIRAudioDriver.kext

and then delete the Air application: Devialet Air in the Applications folder.

When it is done, you can then do a fresh install.

Jean-Marie