After testing with a built version of game (development build) we managed to partly replicate the issue:
It happens after a map loads, the music/background sounds play for a few seconds until the map is fully loaded (I guess it starts when unreal finishes loading the map (and the audio objects that are statically added in editor to the map, get activated) and plays until we manage to create everything we need for the map to start properly). Once the map is shown to the player all the sounds turn on mute (we don’t know why since we don’t interact with the volume in any way). However, if we pause the game (UGameplayStatics::SetGamePaused) and then resume it, all the sounds play correctly.
It also seems the sounds were playing during the time we couldn’t hear them (so it means they are on mute only).
Anyone having such an issue?