Do you have an analog audio cable connected from the CD drive to the ESS? Just checking. Also, you can still try the Sierra Sound utilities for problematic games in DOS.
I usually drop into DOS mode only if a game absolutely refuses to work (Crusader games, for example, of course someone here might have a work around I'm not aware of, but I digress). If you are interested in getting the cards to work in Windows (I know this could be a lot of work, but I'm throwing it out there just in case; and if everything is generally working, you probably may want to leave well enough alone):
Uninstall all of the cards and manually each one at a time.
Start with the ESS card, the drivers built-in with Windows should are good enough for the ESS card.
See the file I attached. Locate your own AU30MMED.INF file included with the Vortex 2 card (attached was renamed to .TXT) in your drivers and look in the [AspenOverides.Addreg] section. In my example, I commented out all of the functions unnecessary, especially the Joystick/MPU401, Sound blaster, and related legacy compatibility. You will save resources and don't need these anyway, because the Sound Blaster will handle them in Windows.
After editing the file, install the MX300.
Install the Sound Blaster Live! with MS-DOS drivers. If you're using the CD to install, you may need to change them from WDM to VXD. The VXD drivers will grant SB16 support.
Next, you can set the ES1869 in control panel to handle MIDI, then you can loop all of the cards through each other, if you aren't already doing so.
If the Sound Blaster Live! wasn't set as primary audio output, you can set this in the same MULTIMEDIA control panel applet.
In the SOUND mixer applet, you can then adjust the volumes and enable/disable/mute what you need from each card. Remember to check for muted Line-IN, MIDI sythesizers, MPU-401, and/or related per the device hosting the sound you desire enabled.
The SET BLASTER environment variable will be listed in your AUTOEXEC.BAT and Device Manager under the SB16 compatible/legacy device. Set your DOS games to use this. But also, you have to check what address the ESS MPU-401 is listening on. Generally, I change this to 300 in Windows. The Sound Blaster is usually occupying 330.
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