After trying many methods. I found this a temporary fix. The solution is to set a rule in Mail Preference to run an Applscripts if there is new email. This Applescript will play a notification sound of your choice:
tellapplication "Mail" toif (countof (everymessageofinboxwhoseread statusisfalse)) isgreater than 0 thendo shell script "afplay '/Applications/Mail.app/Contents/Resources/New Mail.aiff'"
You can change the path /Application/Mail.app/Contents/Resources/New Mail.aiff to any folder that containt an aiff file. For example: /System/Library/Sounds/Glass.aiff (in this folder you can find all the alert sounds of Mac OS)
Applescript Editor
1. Open Applescript Editor in Applications folder
2. Paste the script in after choosing your notification sound path
3. Save in ~/Library/Application Scripts/com.apple.mail (can name it New Mail in my example)
4. Now you can choose the script in Mail Rules setting
For the Mail rules setting
Open Mail Preferences then Rules then Add Rule. The setting like photo
https://www.sugarsync.com/pf/D8942998_67824332_008550
It works like a charm !!!