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A recent version of WordPress brought block editors to widgets. Certain plugins like Advanced Business Hours and Advanced Music Widget are not compatible with the block editor.
Simply download Classic Widgets plugin: https://wordpress.org/plugins/classic-widgets/
Once activated, this plugin restores the previous widgets settings screens and disables the block editor from managing widgets. There is no other configuration, the classic widgets settings screens are enabled or disabled by either enabling or disabling this plugin.
The audio file must be a format which is supported by HTML5 player (MP3/Wav) or if you use the WordPress Audio Shortcode then supported formats are
mp3, ogg, wma, m4a, wav.
Soundcloud tracks, YouTube links, or other music services are not supported. You need direct access to the audio file.