If Mail sounds still fail to work after upgrading to OS X 10.11.1, I would restart and test again.
Further troubleshooting steps:
1) Download the full OS X 10.11 El Capitan installer under Purchases. You will get a warning that it's already installed, but you can select continue and it will download the full installer.
2) Test in a new User to eliminate issues in your current User.
CREATE A NEW USER
Go to System Preferences --> Create a New User in Users & Groups.
Switch to the New User by logging out/in or use Fast User Switching.
You can skip the Apple ID login unless you want to test an iCloud email account.
Open Mail in the Dock and add your account. If you have multiple accounts, select the one that has the least amount of email for testing.
Do you still see the issue?
If no, then the problem is in your User's folder.