Indeed OpenAL is surprisingly very hard to find. Anyway, I reuploaded the file and did a small trick. Download oalinst.zip and change it to oalinst.exe (it's actually a .exe file).
1. Make sure you have no errors, run it 2 times to verify.
4. What do you mean all the changes are in graphics? If you mean after renaming the Amnesia folder, that's normal since that just deletes the game settings.
Sound Device="0" it the setting that you change via the sound options of the launcher. Try 1 or something manually but normally the same thing does the launcher and in-game option. Maybe also check in-game if the correct audio source is selected (I don't remember if you can via the game but check it out just in case).