The trigger with the wav can only be heard by the forces or players that are checked off in the trigger box. Placing a wav in a trigger for a computer and playing it will not play it for the players but rather for the computer.

It's best to use a deathcounter wav, that way it will make sounds without slowing down your wait triggers:
Deathcounts are the counting of how many times a unit has died. Some units cannot die. Use those units. These units include powerups and doodads. You may use actual units as deathcounts like marines, but its not advised as it can completely ruin your map with complexities. Avoid it.
There are roughly 12 deathcounts per second when using a hyper trigger.
A hyper trigger is (under a computer player without any waits):
[always//wait 0msx62, preserve trigger, comment "(none)".]x3+
Having that in place, put in (under all the active players who you want the wav to be played to):
(this scenario will use flags as the unit)
[always//add 1 death to flag for current player, preserve trigger]
Then, put in the wav with:
[current player has suffered exactly x deaths of flag// play wav, set deaths of flag for current player to 0, preserve trigger]
x = (12*(number of seconds in your wav))
so if your song was 10 seconds long, you would put 120 in there.
With these two triggers in place (and a hyper trigger) it will play the wav for the players without any trouble.
Essentially you are replacing the wait command with deaths. And because the deaths are now counting the wait you may have more ease at what to do without having wait blocks (something that occurs when you have multiple wait statements in one box).
Always use different death counters for every trigger. This way you can prevent glitches and what not.