This problem of no beeps for errors and no sound produced by the Mathematica Speak and Play functions occurs for the Raspberry Pi 3 B+ running the latest InRelease distribution upgrade for Raspbian Buster and with Mathematica 12.0 installed. The sound is output over the HDMI cable connected to an HD monitor with built-in speakers. Sound plays properly for music and video players, such as the VLC Media Player. Except for that, Mathematica 12.0 works great! I haven't yet received the Raspberry Pi Model 4 to see if the same problem occurs for it.