Couple of points: assume you're also running a digital audio cable from the Sky HD to the receiver, as the Sky HDMI output only carries stereo, not 5.1 surround.
And I think the rest of the problem is mainly due to input assignment - you need to go into the set-up and check that each of the inputs - for the BD and the Apple TV - is set to take sound and video from the HDMI.
You also need to check that the Blu-ray player is set to output 'bitstream' audio, and that the Sony is set to auto decoding.
The no picture/sound from the ATV is slightly more of a conundrum: it could be an HDCP clash between the receiver and the Apple box, HDCP being the copyright control handshaking in place to prevent piracy. Try connecting the ATV direct to your TV and see whether you get sound and picture, and make sure any HDMI control - such as Bravia Sync - is turned off on TV and receiver.
If this doesn't clear it, you may find you have to connect the ATV direct to the TV, and its optical digital out to the Sony.