If you aren't getting test tones, then I suspect you're still not getting the multichannel analog signal selected at the Onkyo. Once you set "Test Tones" to "On" in the player's menu, the test tones play from each speaker as you select it - but only at the analog output.

It sounds like you have the connections done right now - HDMI1 output from the BDP-95 to HDMI3 input on the 886, multichannel analog output to the multichannel analog input. Let's assume you want to use SAT for the BDP-95. The "Input/Output Assign" menu has everything you need on the Onkyo. First, "HDMI Input" should have "CBL/SAT" set to HDMI3. Second, "Digital Audio Input" should have "CBL/SAT" set to "---" so it doesn't use the HDMI input for audio. Third, "Analog Audio Input" should have "Multich" set to "CBL/SAT". I think you can also select the input you want to use with multichannel analog and press the "AUDIO SEL" button several times to toggle to the multichannel analog input.