Audio Problem During Focus mode and screen sharing

[Ortensa]

I am a high school teacher and during exams I have to use focus mode,  and students will screen share with me so I can check and make sure they do not cheat. I had a problem with audio during my last exam, I was trying to play an audio for the lsitening part of the exam, while we were in focus mode and they all were screen sharing with me, but when I started to share the screen and audio ( I had made sure to check the share sound ) they said they could not hear. They had to stop their screen sharing in order for me to share my screen and audio which after brought delays in them restarting the screen shairng. Is there anything I could have done so they wouldn't have to stop their screen sharing while I was sharing the audio file ? Thank you very much for your help.