Hi,
for the audioListener, you'll need to organise your scenes so that they don't feature the audio listener, and only your main scene does, then you won't have the warning.
else, you put your audioListener on a singleton GameObject, that will work too.
for multiple loading, try first with two scenes, then expand to more when you can control the two scenes properly.
also, please check the sample on the Ecosystem, let me know if it doesn't work as you expected there too.
Bye,
Jean