I am having this exact same issue with the Zeppelin Air. Cannot delete it either.
With the latest builds JRiver only freezes for a few minutes, but doesn't crash when you click on the Zep Air. I vaguely recall that it used to crash. Initially a dialog box pops up, but it takes minutes to see the actual text that states that the device is not working.
I can only use an iPad to play things to the Zeppelin Air, but have not found a way to do play anything directly from JRiver. I have never seen an Airplay setting, nor Core Audio for that matter, but that's perhaps because I am on a PC.
My other option would be to hardwire it to my sound card, but that would defeat the purpose of having a wireless device.