It would be nice if they played sounds, one when on ice and other when its on other blocks, just like the boat plays one sound when on water and other on blocks.

They already do just that

2 custom sounds

Weird, they don't seem to play for me on 2.0.7 forge, maybe it's a mod incompatibility.

did you try raising your volume? try playing the sound with commands

should be very loud when going very fast like elytra

The command plays the sound indeed, but no luck with the sleds themselves.

forge or fabric?

forge

hm I'm not sure. Does adding a wolf to a sled then reloading world work? asking since they are handled in the same place. Also does relogging and then using a previously placed one work? were you on snow going fast? I just tried and cant replicate

They seem to play sounds when fast on snow yes, just much lower than with the command.

I increased the volume a bit