If I recall correctly Philome doesn't host any file except the main story HTML file. I had a quick look at the link you provided and saw that:
1. You are correctly hosting your Image files on a site other than Philome, and you have changed the related URLs to reflect that.
2. You are incorrectly trying to load the Audio files from the Philome site, instead of hosting them somewhere else.
To fix your issue you first need to upload your Audio files to a hosting site, and then change the URL's in your <<cacheaudio>> macros to reflect that.