Was the Chromecast Audio device visible to the Home when you set it up? There should've been a page during setup where it could see other Chromecast devices and connect to them.
Yes I have it connected and it's showing in the Home app along with the Home and my Shield TV, all connected to the same network. I have te Chromecast Audio named as "Speakers", but when I have something playing on the Home and I ask it to transfer or play on "Speakers" it tells me it doesn't know the device and asks me to say the name of the device. On the flip side, if I say to "play on Shield" it works to that no problem.
Strange one.
Edit: Actually, I get you now. I got the Chomecast Audio with the Home, so I think the Home was set up first. Do you need to reset and set-up the Home each time you add a new cast device? I'm planning on adding another couple.