You need to download pre-2021 update game version. The 2021 update somehow managed to mess up the audio.

To download previous version of the game, you'll have to use Steam Command Console.
A nicely written guide can be found here:
https://wiki.fireundubh.com/kingdomcome/steam-console
It's for another game but the same principle applies.

1) With Steam running, press Win+R and enter this URL: steam://nav/console

2) Now you will have to enter commands to download specific packs. Below I wrote which ones with a comment what it is for.
I don't know whether it works if you paste in all commands at once, so if it doesn't work, let each pack download first after executing another command:
download_depot 364360 364361 1489944334910904953
- executables
download_depot 364360 364362 133707410635705034
- data
download_depot 364360 364363 6302171885122410507
- english language (for other languages, find relevant depot and manifest id on steamdb https://steamdb.info/app/364360/depots/ )
download_depot 364360 404010 5869785787341940567
- Warrior of Chaos DLC
download_depot 364360 404011 4442248490685021124
- blood DLC
download_depot 364360 404012 2721201886515333534
- Beastmen DLC
download_depot 364360 534331 1952285242570697710
- Wood Elves DLC

3) Once downloaded, the console tells you so.

4) Navigate to the download folder - "C:\Program Files (x86)\Steam\steamapps\content\\app_364360\" by default

5) Put all content from every depot_* folder into Total War: WARHAMMER installation folder - "C:\Program Files (x86)\Steam\steamapps\common\Total War WARHAMMER" by default

6) Go into "data" folder inside the installation directory and delete every packfile that starts with "audio_" as those aren't compatible with the old version of the game.

7) You're done. Enjoy the game.