The horn and bell sounds only work in both units when the units are not operated as a lash up. Again, have you ever operated them as individual units?
The horn and bell sounds will only work in the lead unit of the lash-up. Since you have the engine sounds I'd be surprised if it was a board seating issue.
The engine sounds start as soon as track power is applied. But it still responds to tmcc commands, forward and reverse, coupler. Just not to whistle and bell. I swapped the sound boards from bad unit to a good unit and it fired up fine in good unit, then I put sound boards from good unit in bad unit and it just started up when track power applied, thinking the motherboard is bad.