To clarify, select and add your trigger/sound zone to the level. Press the SHIFT key and hold it down, and then click and hold the left mouse button on the zone as though you are going to move it, then move the mouse down and right to expand the zone, then release the left mouse button. And there you go, a large zone.
To stop the enemies fading out, edit the entity and notice the DESTROY field in the top AI section which has a property of disappear1.fpi. Click to the right of the field data box and a browser will pop up allowing you to change this FPI file. Go to the DESTROY folder and select LEAVECORPSE.FPI
"We are the knights who say...eki eki eki fatang loopzoing, zanziga....ni"