Xash3D was designed to run the Steam versions of the games. Therefore it looks for the Steam cues and file formats. For the original WON version, the music was stored on the game's CD like an actual music CD. For the Steam rerelease, it was changed so that the game looks for the music in the media folder in the valve (or gearbox, if we're talking about OP4) folder. The best way to replicate this is to download the soundtrack from this website:https://downloads.khinsider.com/game-soundtracks/album/half-life-opposing-force-gamerip-1999
Then, use this website to rename the music files according to what the game will look for:https://combineoverwiki.net/wiki/Half-Life:_Opposing_Force_soundtrack
Then, just put the renamed files into a folder called "media" in your gearbox folder. Then, it should work. A tedious process, I know, but it works.