the other problems still remain: the icons are not visible and you can not click on them in the order you want to, you can only click on the whole dia.
Im not understanding why you need to 'control' your audio file, keeping in mind Keynote is a simple application.
Why is one picture with the audio playing not suitable? This isnt a critisism I am trying to work out what you want to achieve.
It is highly unlikely Keynote will provide the advanced functions you want, that is not the function of Keynote, it is designed for kids at school or university and teachers and managers to punt out a fast presentation for school or work.
If you want something more advanced then PowerPoint, Dreamweaver, Flash or Director is what you need.