I have tried. From what I’ve read in Amazon’s documentation, I do not believe it is possible to play hosted sounds that way.
However, @florian.ec in the topic “Actionable Notifications via Alexa Media Player” says he was able to host an mp3 on an Amazon S3 server and get it to play at the beginning of an announcement. Maybe there is a work-around there, where you play a sound, but don’t include any text?