Even more weird is, there is no message on startup.
If the sound was missing, there should be a NULL pointer error and exit.
If windows pathing was the problem, it should persist through the entire program, not just the execution of the sounds and result in sound not being found.
Also, the missing sound was 58 or so, but the game told me "sound 3058" was missing.
In the TFTD mod, sound 95 was the problem, game told me "sound 1195" was missing.
I was using the supplied TFTD 2.07 exe for the latter mod.
It seems like the sounds to be used ingame, not on loading, receive an additional index in steps of x * 100 and then cannot be found of course.
Completely inexplicable to me, but so it is.