No it does not really address my issue. I have the button showing a shape that plays the sound when shown. The button itself is not playing the audio.
Some off topic tips: replace the combinations image+click box by a shape filled with the image: Turn an Image into a Button - Captivate blog
Click boxes typically have pausing point at the end of their timeline, for a shape button you can choose the pausing time.
If sequence is not imposed, you need a advanced/shared action instead of a simple action to prevent releasing the playhead: Simple vs Standard action
Can you post a screenshot of the timeline? I suppose the sequence of clicking is not imposed? It is pretty easy to be able to allow multiple clicks on the different buttons, but the problem is that you want the shape to disappear automatically after a certain time. It can be done with micronavigation, will be bit complicated to set up.