sleep mode

Try resetting the  SMC  https://support.apple.com/en-us/HT201295

and

Try resetting NVRAM/PRAM http://support.apple.com/kb/ht1379

When I exit the sleep mode, if a message arrives, the sound hangs. Is this a software problem?

The sound hangs how? You mean continued long extended noise? What stops the "sound hang" ?

Did you try rebooting?