It's possible. Makes more sense for it to have one lot of actions to go through on scene start rather than having it triggering multiple actions at the same time. Cleaner method. You had 2 at begin of scene actions for the first scene in the .ved you sent me & I didn't see any reason for it.
Did you try adding the at end of scene action I mentioned & stopping the sound?
If you are using 4.0 beta, then technically you could actually play sounds using Lua script & control a single sound in a loop until you want it to end or even store the offset (current play time of the sound) into a variable or value & have it resume from the exact playtime in the next scene.
I'm not going to go over how to sort that out right now though. But you can check the player commands page in the wiki if you like for some examples & documentation on each of the Lua sound functions. http://wiki.visionaire-tracker.net/wiki/Player_Commands
I would share my hand written pages for the commands which are much easier to understand than the auto generated documentation. I've only written up a couple of the audio functions so far, so not much point.