Backups from the secondary are somewhat redundant, and as you're discovering, not really possible. You can only run a FULL, proper, backup from the current primary. You can run log backups from any or all secondaries, but, understand that you'll need those logs, from all the secondaries, in order to do a point in time recovery. So, be very, very cautious about setting up secondary log backups. They will affect your primary server. I wrote a chapter in the book "Pro SQL Server 2012 Practices" on just doing backups and restores with Availability Groups.

You can do a COPY_ONLY backup on the secondaries. But, you cannot use a COPY_ONLY backup as part of a point in time recovery. The entire concept behind the COPY_ONLY backup is to avoid dealing with the transaction log and differentials.

In a nutshell:

You have to enable backups on the secondary

set priority on the secondaries

schedule jobs on all secondaries

but make sure those jobs use T-SQL to do the backups and check for fn_hadr_backup_is_preferred_replica in order to determine if they are the correct backup server currently.

In short, it's pretty complicated.

Recommendation. Do all backups on the primary unless you identify a need for additional backups (high transaction volume or log backups causing blocking would be a good reason to split off the transaction log backups). Secondaries I wouldn't backup. They're just copies of the primary and should be synchronized (at some point if you're doing async).