Have sound play when alert is triggered

Preload your audio file in the html beforehand like :

<audio id="xyz" src="whatever_you_want.mp3" preload="auto"></audio>

if(x > 10)
{
    document.getElementById('xyz').play();
    alert("Thank you!");
}

This should surely work.

For a quick and dirty beep, you could use this "beep" MP3. It's awful.

Here's a working example:

var mp3_url = 'https://media.geeksforgeeks.org/wp-content/uploads/20190531135120/beep.mp3';

(new Audio(mp3_url)).play()

If you want to make it extra extra annoying (I needed a psuedo-pager to alert myself when an appointment slot opened up), just repeat the beep every second:

for (i=0; i<10; i++) {
  setTimeout(function(){(new Audio(mp3)).play()}, i * 1000)
}

It's truly horrendous, worse that marquee text! You are a bad person if you put that "repeated beep" code snippet in a real web page. Worked great as a hacky pager though.