Extremely large reconstruction errors in NMF
When you decompose $X \approx WH$, the columns of $W$ form the dictionary and the columns of $H$ are the time varying weights. In your example, if you choose 150 components, then $W$ should be $33k \times 150$ and $H$ should be $150 \times 1024$.

The error "in thousands" could mean one of two things:


It's practically "zero" if you normalize it by the Frobenius norm of the spectrogram $X$, in which case all is well, or,
Perhaps your sound signal is too rich to be completely representable by 150 components and you should experiment by increasing that number.


It is also worth noting that squared error is often not a good measure for audio perception. Two signals with a large squared difference may sound almost the same.