You can Replace multiple internal sounds in the Sound Editor (careful, it cannot be undone).
You can import and trigger your own Sounds using a Damage event.
A melee Unit can use Projectile Art just for the Sound FX. I believe this is what the Warden does. If you've ever noticed, a Ranged unit that's in close range of it's target won't actually fire a Projectile but you'll hear the sound of it being launched. I assume this is a performance optimization/hack to fix ugly projectiles when too close.
Anyway, I found an old unprotected map on Hive but their Bloodseeker's attack has no sound at all. Based on that I'd assume that the Sound was part of a custom Model which it was using as Projectile Art, which unfortunately the map does not contain:
View attachment 519384