We now use the option that all have the same desktop, was roaming staff but found same as you..issues, so took executive decision to go same for all....
Yes thats the procedure but unfortunately it eventuly stops doing it, i.e. you can hold the arrow key for ages and nothing happens, no beeps etc, and...
Sometimes you might have to download a separate install that controls the wireless button function. Have you still got a laptop with the preinstalled...
I would guess it is something to do with inputs. Maybe the wrong input is selected for your speakers. If there are other inputs try a different type...