I'll try to describe the situation. I use Mac client, headset. Headset works fine (while playing I communicate via mumble, skype etc.). I can hear in-game sounds and music as well. The problem with the sound is when I'm in a group. In Options micro is enabled. But I cannot hear other members of the group or speak to them. For example, when someone speaks the icon above their portrait turns red, but there's still no sound.
Problem is solved.