TinyMCE strips out audio tag
You need to deselect "Verify HTML" in the configuration page for the input format using Wysiwyg. Those settings are available in admin/config/content/wysiwyg.



Once I disabled that option, I tried with the following HTML, and it worked.

&lt;audio controls&gt;
  &lt;source src="horse.ogg" type="audio/ogg"&gt;
  &lt;source src="horse.mp3" type="audio/mp3"&gt;
  Your browser does not support the audio tag.
&lt;/audio&gt;




With that option enabled, this is what I get right after entering the HTML with the HTML button.