I don’t hear any sound when entering a note, if in ‘Preferences > Note Input and Editing > Pitch and Duration > Specify accidental, rhythm dot and articulations: After inputting note’ is selected. (Play notes during input and selection is activated)
I use the keyboard and ‘Pitch before duration’, but also tested without it. I could use the sound of the shadow note (before entry), but shadow notes ignore your key as mentioned in Why does "Pitch Before Duration" ignore key signatures? .