I dunno if this will work, but try setting battle music to nothing and copying that same process into your battle events page. If that doesn't solve anything, then see if you can make your sound effect a midi and have it loop as your BGM. I do know that it's possible to keep BGM running through battles, but I'm not so sure about sound effects.
Oh, if you mean howling wind on top of your BGM, then blarg. I can look into it, but just not right now.