I have a combined view having CR2 and some WAV files in one folder and added to the contact sheet the same images extracted JPG from the RAW. But my metadata is read from the JPG versions this may be why PM doesn't show the audio clips to exist in the combined view.
So I either duplicate the clips (waste of free space and unnecessary action) or move them from the RAW folder which would break the "originals in one place" idea. My opinion is that PM should consider WAVs shown if they exist in any of the folders belonging to the contact sheet instead of both. If it needs to be made a feature request I make it one.