Do you have sound mods installed? Having too many sound mods (or high-quality sounds) leads to the audio engine being overloaded, causing auditory lag.

The Bug Reports section lists a workaround for this, if you don't want to remove any Add-Ons:

Originally posted by Bug Reports:

The game also has a limit of 256mb for sounds and models, which is very easily reached since Cold Front has almost 4000 custom models, sounds, and textures.
The best thing to do is to reduce your active mods: HD mods, RNG mods, custom campaigns, and any large Add-On over 100MB are likely taking up the most resources and should be disabled. You can type mem_dump into the console to see the current limits.
Adding -heapsize 750000 to the game's launch options will increase the model and sounds memory limit, which should alleviate some issues.

Thanks for letting me know I'll try if it works I'll let you know