Does Sony PMW-EX1R HDMI output contain audio?
HDMI does support audio, but it is possible that either the PMW-EX1R doesn't output audio over HDMI (which would seem odd to me, but is possible).  It is also possible that the settings are wrong on the Vidiu.  The Vidiu appears to support audio input from either the HDMI port itself or a line input.  If it is expecting signal on the line input, it might ignore the HDMI audio.

I'd check the documentation for the Vidiu to see if you can find anything about that since I don't see anything in the PMW-EX1R documentation to answer it.  You could also try plugging the PMW-EX1R in to another HDMI device to see if you get audio.  If not, you can also try running the audio output of the camera in to the line input of the Vidiu and monitor off of the headphone jack of the Vidiu.