Certainly it's possible to place a hidden highlight box on stage with an audio file attached to begin playing when the slide starts, but that isn't going to really get you much advantage over just having the audio added to the slide itself. On non-quiz slides, when using interactive objects like buttons or click boxes, there's an option for these objects under Properties > Audio to Stop slide Audio When Clicked. But you don't have this option with the buttons (submit, clear, next, etc) on a quiz slide. This means your options on managing audio on quiz slides are somewhat more limited than on other slides.
Your idea of hiding the highlight box using the Success or Failure actions is a good one...except for the fact that Captivate only fires these actions AFTER the Success or Failure captions (where I'm assuming you've placed your Success.Failure audio) disappear on the second click.
I'm assuming that if this audio issue is a problem for you, then it must be due to the fact that the audio you want to play first on your quiz slide is more than a few seconds, and that the user can answer the question and trigger the Success or Failure audio responses before the slide audio has finished playing?
If this is the case, miight I suggest you think about placing an Information graphic of some kind on the slide and placing a rollover caption (with no text) or a rollover slidelet (with no content) over it. The idea here is that when the user gets to the question slide, they just mouse over the rollover object to hear the question audio. As soon as they move their mouse away from the object to answer the question, the audio will stop playing. So there's never any danger that you'd have both audio files playing at the same time unless they went back and moused over the Info object while the Success or Failure audio was still playing.
