Missing sound alerts across Apple devices when messages are received

OK, I have Messages set up on my iPhone with MacOS 17.7.2, my Mid-2011 iMac with MacOS 10.13.6, my iPad Mini 5 with iPadOS 14.4.2, and my iPad Mini 7 with iPadOS 18.5.

I RECEIVE the messages on them but I'm not NOTIFIED via the sound I set for incoming text messages on all four. I asked my sister to send me a text while I sat in front of my iMac with Messages.app running, and surrounded myself with the iPhone and iPads. I saw the text appear in the iMac's Messages.app but NONE of the four played the sound.

Any idea as to why the sound isn't played? Is it possible only one or two sounds are allowed to be used with Messages? If so, what are they?

[Re-Titled by Moderator]

Original Title: No incoming text message sound