it's hard to tell without knowing what your system started as and where it is at now... what happens if you run the script again?
... if it does not offer you to run speaker-test then that means you have the default bcm2835 module still loaded up and it may be quite a challenge to route the sounds as required.
you can also run the following manually:
speaker-test -c2 -t wav
presumably the sound should come out of one of the output (HDMI or pHAT DAC)?