Fred,
I read the write up of the issue. I thought that all of the links were alias/shortcut. Might you PM me the ones that aren't or where you identified as being played through the media player.
Also, in thinking ahead, what about audio/media files that might be embedded in a quiz question via a link (alias/shortcut) from files stored in Private Files? I haven't done that, yet, but am planning to.
Thanks for the help!