Here's how you can solve it in order to keep the sound source on the enemy.
Make a second script on the enemy called 'PlaySound' or something. All this script will do is play a sound, wait a few seconds, and then destroy the object.
When the enemy dies, just call the function on the PlaySound script, and run Destroy(this); That will destroy the enemy script, allow the PlaySound script to play the sound, where it will then wait a second and destroy the whole object.
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