Martin,
Yes, I am using UniAud and ArcaOS 5.1.1 in a VBox session too. Did you go into 'Game Options'-> 'Sound' and choose 'OpenFSX' in the 'Base Sounds' drop-down box? Same with 'Base Music' drop-down and 'OpenMSX', but that doesn't seem to work. You can also edit the openttd.cfg file in \Home\OpenTTD by hand. I set my resolution to 1280x960 there to get a larger game screen...
This is the best OpenTTD I've used yet.
Regards,