[Bug]: No sound effects even with OpenSFX and AltSFX installed

[Strategun]

Version of OpenTTD

Windows 10

Expected result

Installed JGRPP and Open SFX, should have sound effects.

Actual result

No sound effects at all, both AltSFX and OpenSFX

Steps to reproduce

Installed OpenTTD from steam
Played without any problems, have sound playing normally, both OpenFSX and OpenMSX
Installed JGRPP over OpenTTD
Sound doesn't work
Check base sound sets still set to OpenFSX
Verify game files in steam - JGRPP is overwritten
Re-Install JGRPP in a different folder
Still no sound - music plays still plays fine
Try installing AltSFX
Still no sound.

[matematysek]

Check out volume if you have not, this might mute the sound.