Does the .dat file have to be named a certain name or all of the files in the folder?Assuming it is in the correct format of 5512hz mono 8-bit make sure the files are placed in the correct location of the NR2003 spcc sound folder. The files must also be wav format.
If they are still not playing correct in game it might be the conversion process of audacity is messing them up somehow. A great program that I used for other games in modding audio that I use is wavosaur: https://www.wavosaur.com/
I don't use this tool to create audio but just covnert. I found for some odd reason the original audio program that I had exported certain formats wouldn't play in the desired game until I reformatted it through wavosuar. Somehow this program cleans up the file and made it the proper true format. So I would try this program and see if you have any luck.