Any time I think something’s going to be straightforward, it isn’t. Haha. You can make Alexa say whatever you want with a routine, but sound effects are another story. I actually made my own super simple Alexa skill in the developer portal that just plays a beep sound. It works if i invoke it with my voice, but the Alexa app doesn’t include it in the list of skills I can trigger from a routine, so I guess it has to be published in order to do that. I actually went ahead and submitted it, in case they’ll publish it. So maybe that’ll work in the future…
In the meantime, I actually DID figure out a way to make Alexa beep when a door opens, but the solution is kind of hilarious and ridiculous. In the routine, I just made Alexa say the F-word, because Alexa refuses to say it and replaces it with a beep. 
Edit: I guess I should warn people that your mileage may vary, and I can’t guarantee it won’t make your Alexa do something offensive. Haha. It worked for me, but @rbruceporter said that he could still distinguish the foul language. ¯\_(ツ)_/¯ I uploaded a video of what mine does, though.