Thanks for the sample project! And I was able to find the problem:
In the image below, you did not set any ID to the preset SE. That is fine because it is optional. But if you do not use an ID, you must use its index value. Index values always start at 0. And, on the "Default Message Sound," you put -1.
This means that there is no default SE to be played, and as so, will not play at all.
The only way for it to be played, with the settings you sent to me, is to use a plugin command to assign the Preset SE of index 0 to the message window.
But, if you want a default SE to be played, you need to adjust the plugin parameters to have it. Either put an ID there or put the index value of the preset SE you made.