I coded it in 9944 beta, I'll see what I can do about 9940, sorry for the inconvenience
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After testing, it seems that the sound_play_music function does not carry over between levels in 9940-- it only works in 9944beta. This is the beta if you are wanting it. Someone also made a tutorial video on how to install. Sorry it just does not work on the stable build, I wish it did.