Never before have I had a sound effect fail on me for any reason, be it on my current computer or my old one (which was significantly worse). I'm willing to say that I just can't recall it failing on my old computer, since I suspect this has something to do with how Danmakufu processes resources (unloading sound effects to make room for other things...? Just a hypothesis).
That said, I've had my share of oddities regarding Danmakufu. I've had DeleteEnemyShotImmediatelyInCircle fail before, I wish I saved the script or recorded it happening. It was working fine for about 40 seconds into the script, then it just decided to stop, unleashing an incomprehencable storm of bullets upon me. I was shitting bricks -- and I never found out why it failed. I was calling it at the beginning of every @MainLoop just like SetCollisionA and B...
Whatever. We all know Danmakufu isn't the best program in the world, and in all honestly, not playing a sound effect is pretty minor compared to other things that could fuck up. I could see it being annoying to some, but I can't say that it bothers me to any significant degree.
So, for your survey, It has never happened to me. You said something about a YouTube video with this recorded? May we see? Or can you record or post a script where the sound fails?