Sound output device disappeared after upgrade
If you have the speaker icon in your menu bar, hold down option key and click on the speaker to choose your inputs/outputs.

If you don't see the device you are looking for, go to Launchpad -> Other and look for Audio MIDI Setup. In the bottom left corner you will see a + sign, click on this to add new inputs/outputs for it and then configure them.

If you don't see the device you would like to add, I suggest you start troubleshooting. Remove all the cables there is, switch off and wait, switch on and hold down cmd+R+option+P until it restarts again then release. (resetting PRAM)