I've done another tests using IE9 IE 10 and IE 11. Results are different for each version but in general sound support for IE is broken.
Some sound works other not different sound on different version of IE. I've found one general rule regarding IE 11. I've truncated my game from 13 levels to only 2 and after that game size is 25 MB and when game is small sound is load correctly. I don't know why but when game is big ~130 MB during downloading IE starts use partial get HTTP 206 which does not work correctly and some of sound files are truncated by IE.
I am going block possibility of using IE to run my game and I will show message on the beginning that IE is not supported.