Audio will work fine in an embedded gallery so the problem is , as you suspect, most likely a path problem.
The value for the audioUrlMp3 configuration option can be a relative path (relative to the web page containing the gallery's embedding code) or an absolute path (starting with either http:// or https://).
In a WordPress environment where web pages are created dynamically, it can be difficult to know the location of the web page containing the gallery's embedding code (and it will depend on the permalink structure you set in WordPress's dashboard) so it might be easier to just use an absolute path for your audioUrlMp3 , e.g.:
I hope this helps.
However, if you continue to experience difficulties, then please post back with a link to your gallery's web page so that I can see (or hear) the problem for myself and hopefully help further.