As a workaround for monitoring audio you could install Stream What You Hear onto the client computers.
Use the SWYH HTTP Live Streaming option and a player like Media Player Classic Home Cinema.
In SWYH settings choose a specific HTTP port and automatically run on log in.
Audio playing on the chosen client computer will be heard on the Veyon master computer.
A suggestion would be to create a folder of player shortcuts on the desktop, one for each client computer either by name or IP.